+66.7%
VSH vs CRL
-37.4%
+104.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.1% |
| 7D | +6.2% | -0.6% | +6.8% | +6.4% |
| 30D | -11.1% | +5.0% | -16.1% | -12.8% |
| 3M | -44.9% | +50.6% | -95.5% | -53.6% |
| 6M | +90.0% | +60.9% | +29.0% | +53.4% |
| YTD | +118.8% | +40.7% | +78.0% | +85.2% |
| 1Y | +109.0% | +73.3% | +35.7% | +61.7% |
| 3Y | +35.6% | +40.6% | -4.9% | +10.0% |
| 5Y | +66.7% | -37.0% | +103.7% | +50.5% |
| All | +66.7% | -37.4% | +104.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling