+36.6%
CTVA vs VSH
+38.9%
-2.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.1% |
| 7D | -20.8% | +14.3% | -35.1% | -22.0% |
| 30D | -29.6% | -7.9% | -21.8% | -29.2% |
| 3M | -16.9% | -19.9% | +3.0% | -15.3% |
| 6M | -24.3% | -30.5% | +6.3% | -23.7% |
| YTD | -5.6% | +85.7% | -91.3% | -23.1% |
| 1Y | -4.2% | +98.9% | -103.1% | -23.3% |
| 3Y | +43.3% | +32.1% | +11.2% | +22.2% |
| All | +36.6% | +38.9% | -2.3% | +8.7% |
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