+1,090.6%
CCL vs VSH
+1,531.5%
-440.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -3.1% |
| 7D | -1.5% | +12.8% | -14.3% | -6.0% |
| 30D | +16.5% | -9.0% | +25.5% | +18.1% |
| 3M | +11.2% | -12.2% | +23.4% | +13.1% |
| 6M | +22.6% | -15.9% | +38.5% | +20.5% |
| YTD | +2.6% | +103.2% | -100.6% | -26.4% |
| 1Y | +17.0% | +108.4% | -91.5% | -17.0% |
| 3Y | +145.5% | +41.6% | +104.0% | +92.3% |
| 5Y | +36.1% | +54.6% | -18.5% | +5.5% |
| 10Y | -29.4% | +138.2% | -167.6% | -49.5% |
| All | +1,090.6% | +1,531.5% | -440.9% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling