+164.4%
CMI vs VSH
+64.5%
+99.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | +0.8% | +3.1% | -2.3% | -0.2% |
| 30D | -12.8% | -5.7% | -7.1% | -11.3% |
| 3M | -12.4% | -42.5% | +30.0% | +2.2% |
| 6M | -0.9% | +82.7% | -83.6% | -24.0% |
| YTD | +8.9% | +118.2% | -109.4% | -22.0% |
| 1Y | +37.7% | +109.7% | -72.0% | -0.9% |
| 3Y | +148.9% | +35.3% | +113.6% | +99.8% |
| 5Y | +164.4% | +65.6% | +98.8% | +81.6% |
| All | +164.4% | +64.5% | +99.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling