+1,174.9%
VSH vs CP
+7,734.8%
-6,559.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | -12.9% | +2.8% | -15.7% | -14.3% |
| 30D | -36.9% | +10.2% | -47.1% | -40.3% |
| 3M | -28.8% | +2.4% | -31.1% | -30.0% |
| 6M | -30.3% | +7.7% | -38.0% | -33.8% |
| YTD | +62.4% | +26.0% | +36.4% | +41.8% |
| 1Y | +62.5% | +34.6% | +27.9% | +37.4% |
| 3Y | +7.4% | +26.7% | -19.3% | -6.1% |
| 5Y | +25.4% | +24.9% | +0.5% | +9.1% |
| 10Y | +102.6% | +258.6% | -156.0% | +5.8% |
| All | +1,174.9% | +7,734.8% | -6,559.9% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling