+101.0%
CB vs VIG
+63.1%
+37.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -3.1% | -1.0% | -2.1% | -2.5% |
| 3M | +9.0% | +2.8% | +6.2% | +6.8% |
| 6M | +2.9% | +8.2% | -5.3% | -2.8% |
| YTD | +10.1% | +11.0% | -0.9% | +2.0% |
| 1Y | +22.8% | +16.1% | +6.6% | +10.0% |
| 3Y | +73.8% | +56.2% | +17.6% | +22.8% |
| All | +101.0% | +63.1% | +37.9% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling