+80.8%
CB vs VLTO
+56.1%
+24.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | +6.5% | +21.8% | -15.3% | +2.7% |
| 3M | +4.1% | +20.2% | -16.2% | +0.5% |
| 6M | +14.4% | +36.3% | -21.9% | +8.1% |
| YTD | +17.5% | +18.8% | -1.3% | +13.5% |
| 1Y | +27.5% | +20.4% | +7.1% | +22.7% |
| 3Y | +71.6% | +71.9% | -0.3% | +64.5% |
| All | +80.8% | +56.1% | +24.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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