-29.6%
CLS vs VSH
+62.1%
-91.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.1% | -4.0% | -6.4% |
| 7D | -21.1% | -13.6% | -7.5% | -14.7% |
| 30D | -38.2% | -30.4% | -7.9% | -25.7% |
| 3M | -36.3% | -33.3% | -3.0% | -22.7% |
| 6M | -43.8% | -15.1% | -28.7% | -42.0% |
| YTD | -20.0% | +80.2% | -100.2% | -48.9% |
| 1Y | -29.6% | +63.4% | -93.0% | -51.5% |
| All | -29.6% | +62.1% | -91.6% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling