+503.2%
CMI vs VSH
+196.4%
+306.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | -1.0% |
| 7D | -0.7% | +4.8% | -5.5% | -2.4% |
| 30D | -12.4% | -0.7% | -11.7% | -12.4% |
| 3M | -14.8% | -43.1% | +28.3% | +1.5% |
| 6M | +0.8% | +91.8% | -91.0% | -25.7% |
| YTD | +10.2% | +131.6% | -121.4% | -24.9% |
| 1Y | +37.4% | +118.1% | -80.6% | -5.2% |
| 3Y | +153.3% | +40.9% | +112.4% | +95.7% |
| 5Y | +167.6% | +75.8% | +91.8% | +83.3% |
| All | +503.2% | +196.4% | +306.8% | +195.2% |
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