+47.5%
CCL vs VWO
+61.8%
-14.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.9% |
| 7D | -4.3% | -1.7% | -2.6% | -2.3% |
| 30D | -19.0% | -0.3% | -18.7% | -18.7% |
| 3M | -13.1% | +4.0% | -17.1% | -17.3% |
| 6M | -13.3% | +8.1% | -21.4% | -20.6% |
| YTD | -25.2% | +11.6% | -36.9% | -33.8% |
| 1Y | -27.2% | +16.2% | -43.4% | -38.4% |
| All | +47.5% | +61.8% | -14.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling