+231.7%
CTVA vs VSH
+130.6%
+101.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.0% |
| 7D | +4.9% | +4.1% | +0.9% | +3.8% |
| 30D | +11.9% | -4.2% | +16.1% | +12.6% |
| 3M | +13.7% | -50.0% | +63.6% | +33.4% |
| 6M | +13.1% | +80.2% | -67.0% | -14.8% |
| YTD | +32.0% | +121.1% | -89.1% | -8.2% |
| 1Y | +22.1% | +112.0% | -89.9% | -15.1% |
| 3Y | +77.5% | +22.5% | +55.0% | +46.3% |
| 5Y | +106.3% | +64.0% | +42.2% | +40.5% |
| All | +231.7% | +130.6% | +101.1% | +59.1% |
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