+362.4%
CFG vs VSH
+163.2%
+199.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -2.0% |
| 7D | +1.5% | +4.1% | -2.5% | -0.3% |
| 30D | -3.8% | -4.2% | +0.3% | -2.7% |
| 3M | +11.5% | -50.0% | +61.5% | +44.2% |
| 6M | +19.2% | +80.2% | -61.0% | -23.7% |
| YTD | +23.7% | +121.1% | -97.4% | -29.7% |
| 1Y | +38.8% | +112.0% | -73.1% | -20.7% |
| 3Y | +178.9% | +22.5% | +156.4% | +102.5% |
| 5Y | +101.8% | +64.0% | +37.7% | +18.0% |
| 10Y | +317.3% | +170.4% | +146.9% | +73.1% |
| All | +362.4% | +163.2% | +199.2% | +79.5% |
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