+4,850.5%
CL vs VSH
+1,674.8%
+3,175.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.8% |
| 7D | -2.2% | +4.1% | -6.2% | -2.5% |
| 30D | -4.8% | -4.2% | -0.7% | -4.7% |
| 3M | +4.9% | -50.0% | +54.9% | +9.7% |
| 6M | -5.7% | +80.2% | -85.9% | -12.0% |
| YTD | +14.4% | +121.1% | -106.7% | +4.7% |
| 1Y | +8.7% | +112.0% | -103.2% | -0.5% |
| 3Y | +30.0% | +22.5% | +7.5% | +22.5% |
| 5Y | +28.4% | +64.0% | -35.7% | +16.8% |
| 10Y | +50.1% | +170.4% | -120.3% | +27.2% |
| All | +4,850.5% | +1,674.8% | +3,175.6% | +2,390.1% |
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 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