+61.2%
CVS vs VSH
+124.9%
-63.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.0% |
| 7D | +10.4% | +26.2% | -15.8% | +6.1% |
| 30D | +3.3% | -12.5% | +15.8% | +4.6% |
| 3M | -4.5% | -16.9% | +12.4% | -3.0% |
| 6M | -4.4% | -17.0% | +12.6% | -6.4% |
| YTD | +16.6% | +93.8% | -77.2% | -5.1% |
| 1Y | +15.3% | +99.3% | -84.0% | -6.9% |
| 3Y | +48.6% | +35.0% | +13.6% | +26.0% |
| 5Y | +12.9% | +45.8% | -32.9% | -9.0% |
| All | +61.2% | +124.9% | -63.6% | +11.6% |
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 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