+3.5%
CCL vs VSH
+65.5%
-62.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -0.1% | +6.2% | -6.3% | -2.9% |
| 30D | -20.0% | -11.1% | -8.8% | -15.9% |
| 3M | -13.7% | -44.9% | +31.3% | +9.7% |
| 6M | -9.0% | +90.0% | -99.0% | -45.9% |
| YTD | -22.8% | +118.8% | -141.6% | -58.6% |
| 1Y | -25.3% | +109.0% | -134.3% | -59.7% |
| 3Y | +54.1% | +35.6% | +18.4% | +7.1% |
| 5Y | +3.5% | +66.7% | -63.2% | -43.2% |
| All | +3.5% | +65.5% | -62.0% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling