+320.2%
CVE vs VSH
+64.7%
+255.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.3% |
| 7D | +2.5% | +4.1% | -1.6% | +1.5% |
| 30D | +16.7% | -4.2% | +20.9% | +17.2% |
| 3M | +9.3% | -50.0% | +59.2% | +25.6% |
| 6M | +43.6% | +80.2% | -36.6% | +11.2% |
| YTD | +93.6% | +121.1% | -27.5% | +39.4% |
| 1Y | +98.8% | +112.0% | -13.2% | +43.6% |
| 3Y | +73.6% | +22.5% | +51.1% | +44.4% |
| All | +320.2% | +64.7% | +255.5% | +199.6% |
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