+247.9%
CB vs VIG
+262.6%
-14.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +3.1% | -3.1% | -2.7% |
| 30D | +7.4% | +5.0% | +2.4% | +2.6% |
| 3M | +8.6% | +2.7% | +5.9% | +5.9% |
| 6M | +16.1% | +11.0% | +5.2% | +5.3% |
| YTD | +20.2% | +16.0% | +4.2% | +4.3% |
| 1Y | +27.2% | +16.3% | +10.9% | +9.9% |
| 3Y | +72.7% | +66.8% | +5.8% | +4.0% |
| 5Y | +105.9% | +64.8% | +41.2% | +24.7% |
| All | +247.9% | +262.6% | -14.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling