+6,646.7%
CB vs VSH
+766.9%
+5,879.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.7% |
| 7D | +0.5% | +4.1% | -3.6% | -0.2% |
| 30D | -3.1% | -4.2% | +1.1% | -2.7% |
| 3M | +9.0% | -50.0% | +58.9% | +19.7% |
| 6M | +2.9% | +80.2% | -77.3% | -11.6% |
| YTD | +10.1% | +121.1% | -111.0% | -9.4% |
| 1Y | +22.8% | +112.0% | -89.2% | +1.1% |
| 3Y | +73.8% | +22.5% | +51.3% | +52.3% |
| 5Y | +99.2% | +64.0% | +35.1% | +62.3% |
| 10Y | +218.2% | +170.4% | +47.8% | +128.5% |
| All | +6,646.7% | +766.9% | +5,879.8% | +2,899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling