+1,767.1%
CVS vs VSH
+1,390.4%
+376.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | +6.6% | +14.3% | -7.8% | +4.5% |
| 30D | -0.4% | -7.9% | +7.4% | 0.0% |
| 3M | -5.3% | -19.9% | +14.6% | -3.5% |
| 6M | -7.7% | -30.5% | +22.8% | -6.1% |
| YTD | +16.0% | +85.7% | -69.6% | +1.9% |
| 1Y | +16.2% | +98.9% | -82.7% | +0.9% |
| 3Y | +47.6% | +32.1% | +15.5% | +32.1% |
| 5Y | +12.3% | +39.7% | -27.3% | -1.5% |
| 10Y | +62.4% | +117.6% | -55.2% | +30.3% |
| All | +1,767.1% | +1,390.4% | +376.7% | +837.1% |
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