+246.7%
CB vs VO
+202.1%
+44.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.3% |
| 30D | +7.3% | +2.0% | +5.3% | +5.7% |
| 3M | +7.0% | -0.3% | +7.3% | +7.0% |
| 6M | +16.3% | +7.3% | +9.1% | +10.1% |
| YTD | +19.7% | +15.0% | +4.7% | +7.3% |
| 1Y | +27.8% | +14.7% | +13.1% | +14.6% |
| 3Y | +72.0% | +67.3% | +4.7% | +13.6% |
| 5Y | +104.9% | +38.8% | +66.0% | +55.0% |
| 10Y | +246.7% | +201.6% | +45.2% | +46.4% |
| All | +246.7% | +202.1% | +44.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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