+142.2%
CI vs VSH
+128.2%
+14.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.4% | -12.8% | -1.4% |
| 7D | +0.1% | +3.5% | -3.3% | -0.9% |
| 30D | +4.7% | -22.4% | +27.1% | +8.0% |
| 3M | +5.2% | -25.2% | +30.4% | +8.7% |
| 6M | +3.8% | -22.5% | +26.3% | +1.9% |
| YTD | +9.2% | +84.2% | -75.0% | -12.8% |
| 1Y | +14.3% | +87.1% | -72.8% | -9.5% |
| 3Y | +8.4% | +31.7% | -23.2% | -10.8% |
| 5Y | +50.0% | +42.6% | +7.5% | +15.5% |
| 10Y | +142.2% | +116.6% | +25.6% | +55.2% |
| All | +142.2% | +128.2% | +14.0% | +55.2% |
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