+831.9%
CB vs VIG
+623.5%
+208.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.4% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | -3.1% | -1.0% | -2.1% | -2.1% |
| 3M | +9.0% | +2.8% | +6.2% | +5.6% |
| 6M | +2.9% | +8.2% | -5.3% | -5.9% |
| YTD | +10.1% | +11.0% | -0.9% | -2.2% |
| 1Y | +22.8% | +16.1% | +6.6% | +3.6% |
| 3Y | +73.8% | +56.2% | +17.6% | +4.4% |
| 5Y | +99.2% | +63.0% | +36.2% | +12.5% |
| 10Y | +218.2% | +241.4% | -23.2% | -23.2% |
| All | +831.9% | +623.5% | +208.4% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling