+63.4%
VSH vs CRL
+85.3%
-22.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.3% | +2.2% | -3.9% |
| 7D | -13.6% | -12.8% | -0.9% | -11.9% |
| 30D | -30.4% | +5.0% | -35.3% | -30.2% |
| 3M | -33.3% | +39.4% | -72.6% | -34.8% |
| 6M | -15.1% | +89.4% | -104.4% | -23.3% |
| YTD | +80.2% | +63.6% | +16.7% | +67.3% |
| 1Y | +63.4% | +83.5% | -20.1% | +37.1% |
| All | +63.4% | +85.3% | -22.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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