+243.0%
CB vs VSH
+128.2%
+114.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.4% | -13.9% | -2.2% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | +6.5% | -22.4% | +28.9% | +9.4% |
| 3M | +4.1% | -25.2% | +29.2% | +6.9% |
| 6M | +14.4% | -22.5% | +36.9% | +11.9% |
| YTD | +17.5% | +84.2% | -66.7% | -4.9% |
| 1Y | +27.5% | +87.1% | -59.5% | +2.6% |
| 3Y | +71.6% | +31.7% | +39.9% | +42.1% |
| 5Y | +100.6% | +42.6% | +58.0% | +56.3% |
| 10Y | +243.0% | +116.6% | +126.4% | +130.6% |
| All | +243.0% | +128.2% | +114.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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