+34.0%
VSH vs CRL
+42.4%
-8.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.1% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | -4.2% | +10.7% | -14.8% | -8.1% |
| 3M | -50.0% | +55.3% | -105.3% | -59.4% |
| 6M | +80.2% | +60.7% | +19.5% | +41.1% |
| YTD | +121.1% | +44.6% | +76.5% | +80.7% |
| 1Y | +112.0% | +77.7% | +34.3% | +54.9% |
| All | +34.0% | +42.4% | -8.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling