+19,269.7%
CMI vs VSH
+1,668.7%
+17,601.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.7% | +3.5% | -2.8% | -0.4% |
| 30D | -12.3% | -4.4% | -7.9% | -11.2% |
| 3M | -16.8% | -45.8% | +29.0% | -1.8% |
| 6M | +1.5% | +90.1% | -88.6% | -20.4% |
| YTD | +9.8% | +120.3% | -110.5% | -18.2% |
| 1Y | +42.6% | +112.2% | -69.7% | +6.6% |
| 3Y | +151.0% | +36.6% | +114.4% | +106.1% |
| 5Y | +167.0% | +67.0% | +100.0% | +102.9% |
| 10Y | +512.2% | +179.5% | +332.7% | +277.5% |
| All | +19,269.7% | +1,668.7% | +17,601.0% | +6,509.4% |
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 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