+1,907.2%
CVS vs VSH
+1,674.8%
+232.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | +4.0% | +4.1% | -0.1% | +3.3% |
| 30D | -2.4% | -4.2% | +1.8% | -2.1% |
| 3M | +2.7% | -50.0% | +52.6% | +11.2% |
| 6M | +21.9% | +80.2% | -58.3% | +9.1% |
| YTD | +24.7% | +121.1% | -96.3% | +8.1% |
| 1Y | +35.4% | +112.0% | -76.6% | +17.5% |
| 3Y | +65.2% | +22.5% | +42.7% | +51.2% |
| 5Y | +30.5% | +64.0% | -33.5% | +13.1% |
| 10Y | +40.4% | +170.4% | -130.0% | +10.5% |
| All | +1,907.2% | +1,674.8% | +232.3% | +894.1% |
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