+37.9%
VSH vs CP
+37.0%
+0.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.2% |
| 7D | +26.2% | +0.9% | +25.3% | +25.5% |
| 30D | -12.5% | +10.3% | -22.8% | -18.4% |
| 3M | -16.9% | +2.3% | -19.2% | -18.6% |
| 6M | -17.0% | +10.7% | -27.7% | -24.2% |
| YTD | +93.8% | +29.3% | +64.5% | +54.2% |
| 1Y | +99.3% | +31.5% | +67.9% | +56.7% |
| All | +37.9% | +37.0% | +0.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling