+34.0%
VSH vs CPB
-40.7%
+74.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.8% | +4.2% |
| 7D | +4.1% | -8.6% | +12.7% | +3.5% |
| 30D | -4.2% | -7.2% | +3.1% | -4.6% |
| 3M | -50.0% | +0.9% | -50.9% | -50.1% |
| 6M | +80.2% | -11.8% | +92.0% | +81.1% |
| YTD | +121.1% | -19.4% | +140.5% | +123.7% |
| 1Y | +112.0% | -30.4% | +142.4% | +119.0% |
| All | +34.0% | -40.7% | +74.8% | +40.8% |
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