+807.8%
CCL vs VSH
+1,674.8%
-867.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.3% |
| 7D | -5.0% | +4.1% | -9.1% | -6.3% |
| 30D | -20.3% | -4.2% | -16.2% | -19.5% |
| 3M | -15.1% | -50.0% | +34.8% | +3.2% |
| 6M | -15.1% | +80.2% | -95.3% | -34.6% |
| YTD | -21.8% | +121.1% | -142.9% | -44.1% |
| 1Y | -24.8% | +112.0% | -136.8% | -46.0% |
| 3Y | +51.9% | +22.5% | +29.3% | +27.8% |
| 5Y | +4.0% | +64.0% | -60.0% | -19.1% |
| 10Y | -42.2% | +170.4% | -212.6% | -59.3% |
| All | +807.8% | +1,674.8% | -867.1% | +145.3% |
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