+7.4%
VSH vs CP
+26.5%
-19.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.8% |
| 7D | -12.9% | +2.8% | -15.7% | -14.7% |
| 30D | -36.9% | +10.2% | -47.1% | -41.2% |
| 3M | -28.8% | +2.4% | -31.1% | -30.3% |
| 6M | -30.3% | +7.7% | -38.0% | -35.2% |
| YTD | +62.4% | +26.0% | +36.4% | +31.5% |
| 1Y | +62.5% | +34.6% | +27.9% | +24.8% |
| 3Y | +7.4% | +26.7% | -19.3% | -14.8% |
| All | +7.4% | +26.5% | -19.1% | -14.8% |
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