+143.5%
CVE vs VSH
+141.4%
+2.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.8% | -6.1% | -0.6% |
| 7D | +0.1% | +12.8% | -12.7% | -5.4% |
| 30D | -10.8% | -9.0% | -1.8% | -9.5% |
| 3M | -4.3% | -12.2% | +7.9% | -3.0% |
| 6M | -1.5% | -15.9% | +14.5% | -7.8% |
| YTD | +70.7% | +103.2% | -32.5% | +0.2% |
| 1Y | +58.1% | +108.4% | -50.3% | -9.0% |
| 3Y | +69.8% | +41.6% | +28.3% | +8.4% |
| 5Y | +148.9% | +54.6% | +94.3% | +40.3% |
| 10Y | +143.5% | +138.2% | +5.4% | +14.8% |
| All | +143.5% | +141.4% | +2.1% | +14.8% |
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