+56.1%
CCL vs VSH
+34.1%
+22.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.4% |
| 7D | -5.0% | +4.1% | -9.1% | -6.4% |
| 30D | -20.3% | -4.2% | -16.2% | -19.5% |
| 3M | -15.1% | -50.0% | +34.8% | +6.1% |
| 6M | -15.1% | +80.2% | -95.3% | -41.6% |
| YTD | -21.8% | +121.1% | -142.9% | -51.7% |
| 1Y | -24.8% | +112.0% | -136.8% | -53.3% |
| All | +56.1% | +34.1% | +22.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling