+36.7%
CLS vs VSH
+112.8%
-76.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +20.1% | +3.5% | +16.6% | +18.1% |
| 30D | +6.0% | -4.4% | +10.4% | +8.2% |
| 3M | -10.3% | -45.8% | +35.5% | +17.3% |
| 6M | +24.5% | +90.1% | -65.6% | -16.8% |
| YTD | +12.9% | +120.3% | -107.5% | -32.5% |
| 1Y | +36.7% | +112.2% | -75.6% | -16.2% |
| All | +36.7% | +112.8% | -76.1% | -16.2% |
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