-41.7%
CCL vs VSH
+172.7%
-214.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | -4.4% | +3.5% | -7.9% | -6.4% |
| 30D | -18.2% | -4.4% | -13.8% | -16.5% |
| 3M | -17.7% | -45.8% | +28.1% | +11.7% |
| 6M | -13.0% | +90.1% | -103.1% | -53.2% |
| YTD | -24.5% | +120.3% | -144.8% | -64.2% |
| 1Y | -26.9% | +112.2% | -139.2% | -65.4% |
| 3Y | +50.8% | +36.6% | +14.2% | -9.1% |
| 5Y | -0.9% | +67.0% | -67.9% | -49.9% |
| 10Y | -41.7% | +179.5% | -221.1% | -76.8% |
| All | -41.7% | +172.7% | -214.4% | -76.8% |
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