-6.4%
CCL vs VXUS
+163.7%
-170.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | 0.0% |
| 7D | +3.1% | +0.8% | +2.3% | +2.2% |
| 30D | +17.5% | -1.9% | +19.4% | +21.1% |
| 3M | +6.8% | -4.4% | +11.2% | +14.2% |
| 6M | +18.7% | -2.0% | +20.7% | +22.4% |
| YTD | +3.0% | +11.1% | -8.1% | -10.3% |
| 1Y | +17.7% | +15.1% | +2.7% | -2.4% |
| 3Y | +155.6% | +70.4% | +85.2% | +22.3% |
| 5Y | +30.2% | +47.2% | -17.0% | -17.8% |
| 10Y | -28.5% | +142.3% | -170.8% | -70.6% |
| All | -6.4% | +163.7% | -170.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 all: compounded portfolio wealth divided by compounded VXUS 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…
all analysis · Full analysis span regression · 6 months rolling