+133.6%
CCL vs VSH
+31.2%
+102.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.9% |
| 7D | -1.2% | +14.3% | -15.5% | -5.5% |
| 30D | +13.1% | -7.9% | +21.0% | +14.3% |
| 3M | +3.4% | -19.9% | +23.2% | +8.3% |
| 6M | +18.7% | -30.5% | +49.2% | +22.7% |
| YTD | -2.3% | +85.7% | -87.9% | -36.6% |
| 1Y | +14.2% | +98.9% | -84.7% | -28.6% |
| 3Y | +133.6% | +32.1% | +101.5% | +66.3% |
| All | +133.6% | +31.2% | +102.3% | +66.3% |
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