-29.4%
CCL vs VSH
+117.5%
-146.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.0% |
| 7D | +5.8% | -1.6% | +7.4% | +5.3% |
| 30D | +17.3% | -21.3% | +38.6% | +30.2% |
| 3M | +11.3% | -18.9% | +30.2% | +19.3% |
| 6M | +18.5% | -21.4% | +39.9% | +12.8% |
| YTD | +2.8% | +86.8% | -84.1% | -49.0% |
| 1Y | +16.7% | +85.8% | -69.0% | -42.3% |
| 3Y | +146.0% | +30.1% | +115.9% | +40.6% |
| 5Y | +33.6% | +42.8% | -9.2% | -29.7% |
| 10Y | -29.4% | +121.2% | -150.7% | -70.4% |
| All | -29.4% | +117.5% | -146.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling