+84.1%
CL vs VSH
+141.4%
-57.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.4% |
| 7D | -0.8% | +12.8% | -13.5% | -1.3% |
| 30D | +9.5% | -9.0% | +18.6% | +9.7% |
| 3M | +6.8% | -12.2% | +19.0% | +6.9% |
| 6M | +14.3% | -15.9% | +30.2% | +12.6% |
| YTD | +27.0% | +103.2% | -76.2% | +16.2% |
| 1Y | +26.3% | +108.4% | -82.2% | +15.1% |
| 3Y | +39.3% | +41.6% | -2.3% | +29.4% |
| 5Y | +41.5% | +54.6% | -13.1% | +27.9% |
| 10Y | +84.1% | +138.2% | -54.1% | +58.3% |
| All | +84.1% | +141.4% | -57.3% | +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