+913.3%
CB vs VIG
+655.9%
+257.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | +7.3% | +4.9% | +2.4% | +1.9% |
| 3M | +7.0% | +2.9% | +4.1% | +3.6% |
| 6M | +16.3% | +11.2% | +5.1% | +3.4% |
| YTD | +19.7% | +16.0% | +3.8% | +1.4% |
| 1Y | +27.8% | +17.0% | +10.8% | +7.0% |
| 3Y | +72.0% | +66.9% | +5.2% | -3.9% |
| 5Y | +104.9% | +65.8% | +39.0% | +13.7% |
| 10Y | +246.7% | +263.6% | -16.9% | -22.0% |
| All | +913.3% | +655.9% | +257.5% | -6.0% |
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