+95.2%
CNC vs VSH
+196.4%
-101.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | +0.6% |
| 7D | -0.9% | +4.8% | -5.7% | -1.7% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +4.5% | -43.1% | +47.6% | +12.9% |
| 6M | +85.2% | +91.8% | -6.6% | +57.2% |
| YTD | +61.4% | +131.6% | -70.2% | +31.4% |
| 1Y | +94.9% | +118.1% | -23.2% | +59.4% |
| 3Y | 0.0% | +40.9% | -40.9% | -13.0% |
| 5Y | +11.2% | +75.8% | -64.6% | -12.9% |
| All | +95.2% | +196.4% | -101.2% | +30.4% |
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 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