+121.2%
VSH vs CRL
+353.6%
-232.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +2.4% |
| 7D | -1.6% | -1.7% | +0.1% | -0.5% |
| 30D | -21.3% | +14.6% | -35.9% | -25.5% |
| 3M | -18.9% | +24.8% | -43.7% | -26.5% |
| 6M | -21.4% | +94.7% | -116.1% | -43.7% |
| YTD | +86.8% | +73.4% | +13.5% | +38.6% |
| 1Y | +85.8% | +104.7% | -18.9% | +27.0% |
| 3Y | +30.1% | +101.1% | -70.9% | -14.4% |
| 5Y | +42.8% | -10.8% | +53.6% | +34.0% |
| 10Y | +121.2% | +358.8% | -237.6% | -17.6% |
| All | +121.2% | +353.6% | -232.4% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling