+98.9%
VSH vs CPB
-22.0%
+120.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.2% | -7.4% | -2.6% |
| 7D | +14.3% | -1.6% | +15.9% | +13.7% |
| 30D | -7.9% | +19.2% | -27.1% | +0.6% |
| 3M | -19.9% | -0.9% | -18.9% | -17.7% |
| 6M | -30.5% | +15.2% | -45.8% | -25.7% |
| YTD | +85.7% | -13.1% | +98.7% | +91.5% |
| 1Y | +98.9% | -22.4% | +121.4% | +105.6% |
| All | +98.9% | -22.0% | +120.9% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling