+308.6%
CFG vs VSH
+170.2%
+138.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.7% | +6.2% | -3.5% | -0.1% |
| 30D | -3.7% | -11.1% | +7.4% | +0.9% |
| 3M | +9.5% | -44.9% | +54.4% | +35.5% |
| 6M | +22.2% | +90.0% | -67.7% | -24.4% |
| YTD | +22.3% | +118.8% | -96.5% | -30.7% |
| 1Y | +39.4% | +109.0% | -69.5% | -20.4% |
| 3Y | +188.5% | +35.6% | +152.8% | +96.3% |
| 5Y | +101.5% | +66.7% | +34.8% | +15.1% |
| 10Y | +308.6% | +167.9% | +140.7% | +61.1% |
| All | +308.6% | +170.2% | +138.4% | +61.1% |
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