+192.1%
CFG vs VSH
+31.2%
+160.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.5% |
| 7D | +3.2% | +14.3% | -11.2% | -0.1% |
| 30D | +5.1% | -7.9% | +13.0% | +5.9% |
| 3M | -11.2% | -19.9% | +8.6% | -8.4% |
| 6M | +9.6% | -30.5% | +40.1% | +10.3% |
| YTD | +15.0% | +85.7% | -70.7% | -21.0% |
| 1Y | +29.9% | +98.9% | -69.1% | -13.3% |
| 3Y | +192.1% | +32.1% | +160.0% | +116.4% |
| All | +192.1% | +31.2% | +160.9% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling