+1,636.0%
VSH vs CPB
+325.7%
+1,310.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.8% | +5.1% |
| 7D | +4.1% | -8.6% | +12.7% | +5.8% |
| 30D | -4.2% | -7.2% | +3.1% | -2.9% |
| 3M | -50.0% | +0.9% | -50.9% | -50.6% |
| 6M | +80.2% | -11.8% | +92.0% | +82.4% |
| YTD | +121.1% | -19.4% | +140.5% | +127.5% |
| 1Y | +112.0% | -30.4% | +142.4% | +124.7% |
| 3Y | +22.5% | -40.2% | +62.7% | +32.6% |
| 5Y | +64.0% | -39.5% | +103.6% | +74.9% |
| 10Y | +170.4% | -47.4% | +217.8% | +186.4% |
| All | +1,636.0% | +325.7% | +1,310.2% | +919.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling