+34.5%
CMS vs VSH
+38.9%
-4.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +1.7% |
| 7D | +1.7% | +14.3% | -12.6% | +1.5% |
| 30D | +6.2% | -7.9% | +14.0% | +6.2% |
| 3M | +0.6% | -19.9% | +20.5% | +1.0% |
| 6M | -1.8% | -30.5% | +28.8% | -2.1% |
| YTD | +3.8% | +85.7% | -81.8% | -2.3% |
| 1Y | -1.8% | +98.9% | -100.7% | -8.0% |
| 3Y | +39.8% | +32.1% | +7.7% | +33.8% |
| All | +34.5% | +38.9% | -4.5% | +24.5% |
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 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