+216.8%
CB vs VSH
+170.2%
+46.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.6% | +6.2% | -6.8% | -1.5% |
| 30D | -3.9% | -11.1% | +7.2% | -2.4% |
| 3M | +4.9% | -44.9% | +49.8% | +12.9% |
| 6M | +3.3% | +90.0% | -86.7% | -14.3% |
| YTD | +8.5% | +118.8% | -110.3% | -13.2% |
| 1Y | +22.1% | +109.0% | -86.9% | -2.3% |
| 3Y | +70.1% | +35.6% | +34.5% | +45.2% |
| 5Y | +97.4% | +66.7% | +30.7% | +52.4% |
| 10Y | +216.8% | +167.9% | +48.9% | +97.6% |
| All | +216.8% | +170.2% | +46.6% | +97.6% |
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