+116.6%
VSH vs CPB
-39.9%
+156.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.2% | +14.6% | +13.5% |
| 7D | +3.5% | +3.3% | +0.2% | +3.4% |
| 30D | -22.4% | +19.0% | -41.4% | -22.7% |
| 3M | -25.2% | +0.4% | -25.6% | -25.0% |
| 6M | -22.5% | +13.0% | -35.5% | -23.2% |
| YTD | +84.2% | -12.7% | +96.9% | +86.4% |
| 1Y | +87.1% | -20.9% | +107.9% | +91.2% |
| 3Y | +31.7% | -35.4% | +67.1% | +36.6% |
| 5Y | +42.6% | -32.3% | +74.9% | +46.6% |
| 10Y | +116.6% | -40.5% | +157.1% | +126.3% |
| All | +116.6% | -39.9% | +156.5% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling