+105.9%
CB vs VSH
+46.9%
+59.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | 0.0% | +26.2% | -26.2% | -0.1% |
| 30D | +7.4% | -12.5% | +19.9% | +7.5% |
| 3M | +8.6% | -16.9% | +25.5% | +8.8% |
| 6M | +16.1% | -17.0% | +33.1% | +13.9% |
| YTD | +20.2% | +93.8% | -73.6% | +10.2% |
| 1Y | +27.2% | +99.3% | -72.1% | +16.2% |
| 3Y | +72.7% | +35.0% | +37.7% | +61.7% |
| 5Y | +105.9% | +45.8% | +60.1% | +78.6% |
| All | +105.9% | +46.9% | +59.1% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling