+7,131.2%
CB vs VSH
+536.6%
+6,594.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.7% |
| 7D | +0.2% | -12.9% | +13.2% | +2.2% |
| 30D | +9.1% | -36.9% | +45.9% | +16.6% |
| 3M | +3.4% | -28.8% | +32.2% | +7.6% |
| 6M | +14.1% | -30.3% | +44.4% | +15.1% |
| YTD | +18.0% | +62.4% | -44.4% | +0.9% |
| 1Y | +30.1% | +62.5% | -32.4% | +10.9% |
| 3Y | +71.8% | +7.4% | +64.4% | +51.2% |
| 5Y | +101.8% | +25.4% | +76.4% | +69.7% |
| 10Y | +252.1% | +102.6% | +149.5% | +161.9% |
| All | +7,131.2% | +536.6% | +6,594.6% | +3,240.3% |
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