+105.1%
CTVA vs VSH
+67.3%
+37.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -5.8% | +3.5% | -9.3% | -6.3% |
| 30D | +11.1% | -4.4% | +15.4% | +11.5% |
| 3M | +13.2% | -45.8% | +59.0% | +22.7% |
| 6M | +8.7% | +90.1% | -81.4% | -9.6% |
| YTD | +27.3% | +120.3% | -93.0% | +2.1% |
| 1Y | +18.0% | +112.2% | -94.2% | -5.4% |
| 3Y | +76.5% | +36.6% | +39.9% | +53.6% |
| 5Y | +105.1% | +67.0% | +38.1% | +65.5% |
| All | +105.1% | +67.3% | +37.8% | +65.5% |
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