+109.0%
VSH vs CP
+19.5%
+89.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +6.2% | +2.4% | +3.8% | +5.1% |
| 30D | -11.1% | -0.5% | -10.6% | -10.9% |
| 3M | -44.9% | +1.4% | -46.3% | -45.7% |
| 6M | +90.0% | +10.3% | +79.6% | +74.7% |
| YTD | +118.8% | +24.3% | +94.5% | +80.5% |
| 1Y | +109.0% | +20.4% | +88.5% | +74.6% |
| All | +109.0% | +19.5% | +89.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling