+3,231.7%
CLS vs VSH
+421.4%
+2,810.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -1.4% |
| 7D | +4.6% | +4.1% | +0.5% | +2.3% |
| 30D | -13.9% | -4.2% | -9.7% | -12.5% |
| 3M | -26.6% | -50.0% | +23.4% | +0.2% |
| 6M | +15.4% | +80.2% | -64.8% | -17.6% |
| YTD | +5.7% | +121.1% | -115.4% | -32.9% |
| 1Y | +41.1% | +112.0% | -70.9% | -8.7% |
| 3Y | +1,228.6% | +22.5% | +1,206.1% | +992.0% |
| 5Y | +3,240.6% | +64.0% | +3,176.6% | +2,256.0% |
| 10Y | +2,760.3% | +170.4% | +2,590.0% | +1,411.1% |
| All | +3,231.7% | +421.4% | +2,810.3% | +1,133.3% |
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