+898.8%
CB vs VIG
+630.3%
+268.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +0.2% | -1.8% | +2.0% | +2.1% |
| 30D | +9.1% | +2.7% | +6.4% | +6.0% |
| 3M | +3.4% | 0.0% | +3.4% | +3.3% |
| 6M | +14.1% | +6.8% | +7.3% | +6.0% |
| YTD | +18.0% | +12.1% | +6.0% | +3.7% |
| 1Y | +30.1% | +14.8% | +15.3% | +11.2% |
| 3Y | +71.8% | +62.4% | +9.4% | -1.2% |
| 5Y | +101.8% | +59.6% | +42.3% | +16.8% |
| 10Y | +252.1% | +261.5% | -9.3% | -20.5% |
| All | +898.8% | +630.3% | +268.5% | -3.8% |
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