+86.2%
CL vs VSH
+124.9%
-38.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | -0.8% | +26.2% | -27.0% | -1.7% |
| 30D | +9.5% | -12.5% | +22.0% | +9.8% |
| 3M | +6.6% | -16.9% | +23.6% | +7.0% |
| 6M | +13.2% | -17.0% | +30.2% | +11.5% |
| YTD | +26.9% | +93.8% | -67.0% | +16.2% |
| 1Y | +27.6% | +99.3% | -71.7% | +16.5% |
| 3Y | +39.1% | +35.0% | +4.1% | +29.4% |
| 5Y | +41.3% | +45.8% | -4.5% | +28.0% |
| All | +86.2% | +124.9% | -38.6% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling