+7.4%
VSH vs CPB
-36.0%
+43.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.5% |
| 7D | -12.9% | +8.0% | -20.9% | -11.9% |
| 30D | -36.9% | +22.4% | -59.2% | -35.1% |
| 3M | -28.8% | +2.5% | -31.3% | -27.6% |
| 6M | -30.3% | +12.2% | -42.5% | -29.4% |
| YTD | +62.4% | -12.8% | +75.2% | +67.8% |
| 1Y | +62.5% | -19.2% | +81.7% | +69.7% |
| 3Y | +7.4% | -35.6% | +42.9% | +15.1% |
| All | +7.4% | -36.0% | +43.4% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling