+4,872.3%
CNC vs VSH
+106.7%
+4,765.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.3% |
| 7D | +2.2% | +14.3% | -12.2% | -1.1% |
| 30D | +1.6% | -7.9% | +9.4% | +2.0% |
| 3M | +7.9% | -19.9% | +27.8% | +10.6% |
| 6M | +21.2% | -30.5% | +51.7% | +23.8% |
| YTD | +73.2% | +85.7% | -12.5% | +37.7% |
| 1Y | +97.5% | +98.9% | -1.5% | +54.2% |
| 3Y | -1.2% | +32.1% | -33.3% | -20.4% |
| 5Y | -6.1% | +39.7% | -45.7% | -27.7% |
| 10Y | +181.3% | +117.6% | +63.7% | +80.9% |
| All | +4,872.3% | +106.7% | +4,765.6% | +2,257.1% |
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