+243.0%
CB vs VO
+206.8%
+36.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -2.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.5% | +0.5% | +6.0% | +6.0% |
| 3M | +4.1% | -1.0% | +5.1% | +4.6% |
| 6M | +14.4% | +6.4% | +8.0% | +8.9% |
| YTD | +17.5% | +13.6% | +3.9% | +6.2% |
| 1Y | +27.5% | +14.5% | +13.1% | +14.5% |
| 3Y | +71.6% | +67.2% | +4.4% | +13.3% |
| 5Y | +100.6% | +36.1% | +64.5% | +54.1% |
| 10Y | +243.0% | +199.3% | +43.7% | +45.9% |
| All | +243.0% | +206.8% | +36.2% | +45.9% |
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