+30.0%
CL vs VSH
+64.7%
-34.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.4% |
| 7D | -2.2% | +4.1% | -6.2% | -2.1% |
| 30D | -4.8% | -4.2% | -0.7% | -4.9% |
| 3M | +4.9% | -50.0% | +54.9% | +4.7% |
| 6M | -5.7% | +80.2% | -85.9% | -7.9% |
| YTD | +14.4% | +121.1% | -106.7% | +11.3% |
| 1Y | +8.7% | +112.0% | -103.2% | +5.7% |
| 3Y | +30.0% | +22.5% | +7.5% | +31.1% |
| All | +30.0% | +64.7% | -34.6% | +24.1% |
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