+32.2%
CB vs VG
+47.2%
-15.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.7% | +9.8% | +2.0% |
| 7D | +5.3% | -16.4% | +21.6% | +5.1% |
| 30D | +13.2% | -10.8% | +24.0% | +13.1% |
| 3M | +7.8% | -6.3% | +14.0% | +7.7% |
| 6M | +15.8% | -12.5% | +28.3% | +15.6% |
| YTD | +21.0% | +76.9% | -55.9% | +19.7% |
| 1Y | +32.2% | +51.8% | -19.6% | +30.6% |
| All | +32.2% | +47.2% | -15.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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