+5,315.6%
CL vs VSH
+1,203.4%
+4,112.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.6% |
| 7D | +1.3% | -12.9% | +14.3% | +2.2% |
| 30D | +11.4% | -36.9% | +48.2% | +14.7% |
| 3M | +4.4% | -28.8% | +33.2% | +6.3% |
| 6M | +10.8% | -30.3% | +41.1% | +11.2% |
| YTD | +25.1% | +62.4% | -37.2% | +16.4% |
| 1Y | +28.0% | +62.5% | -34.6% | +18.9% |
| 3Y | +37.6% | +7.4% | +30.2% | +29.9% |
| 5Y | +39.7% | +25.4% | +14.3% | +28.9% |
| 10Y | +75.8% | +102.6% | -26.9% | +51.3% |
| All | +5,315.6% | +1,203.4% | +4,112.2% | +2,669.9% |
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