+179.5%
VSH vs CRL
+244.4%
-65.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +3.5% | -4.6% | +8.1% | +5.6% |
| 30D | -4.4% | +0.5% | -4.9% | -4.7% |
| 3M | -45.8% | +46.6% | -92.4% | -55.6% |
| 6M | +90.1% | +57.3% | +32.9% | +48.0% |
| YTD | +120.3% | +39.5% | +80.8% | +79.8% |
| 1Y | +112.2% | +76.9% | +35.4% | +53.6% |
| 3Y | +36.6% | +39.4% | -2.8% | +5.7% |
| 5Y | +67.0% | -37.2% | +104.2% | +83.9% |
| 10Y | +179.5% | +253.4% | -73.9% | +15.8% |
| All | +179.5% | +244.4% | -65.0% | +15.8% |
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