+167.9%
VSH vs CPB
-45.7%
+213.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | +6.2% | -8.2% | +14.4% | +6.6% |
| 30D | -11.1% | -5.6% | -5.5% | -10.9% |
| 3M | -44.9% | +3.0% | -47.9% | -45.3% |
| 6M | +90.0% | -12.7% | +102.7% | +91.4% |
| YTD | +118.8% | -18.0% | +136.8% | +121.5% |
| 1Y | +109.0% | -31.7% | +140.7% | +115.7% |
| 3Y | +35.6% | -41.0% | +76.6% | +41.2% |
| 5Y | +66.7% | -38.4% | +105.1% | +72.0% |
| 10Y | +167.9% | -45.0% | +212.9% | +184.3% |
| All | +167.9% | -45.7% | +213.6% | +184.3% |
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