+63.6%
CVS vs VSH
+32.2%
+31.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.6% | +6.2% | -7.8% | -2.1% |
| 30D | +0.4% | -11.1% | +11.5% | +1.3% |
| 3M | -0.4% | -44.9% | +44.5% | +4.0% |
| 6M | +25.1% | +90.0% | -64.8% | +12.7% |
| YTD | +23.9% | +118.8% | -94.9% | +9.3% |
| 1Y | +41.1% | +109.0% | -67.9% | +24.7% |
| 3Y | +63.6% | +35.6% | +28.0% | +61.0% |
| All | +63.6% | +32.2% | +31.4% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling