+216.8%
CB vs VRSN
+274.2%
-57.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.5% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | -3.9% | -3.9% | 0.0% | -2.8% |
| 3M | +4.9% | -0.1% | +5.0% | +4.6% |
| 6M | +3.3% | +16.4% | -13.2% | -2.0% |
| YTD | +8.5% | +17.2% | -8.7% | +2.4% |
| 1Y | +22.1% | +1.0% | +21.1% | +20.4% |
| 3Y | +70.1% | +39.1% | +31.0% | +49.3% |
| 5Y | +97.4% | +29.0% | +68.4% | +73.6% |
| 10Y | +216.8% | +275.8% | -59.0% | +119.0% |
| All | +216.8% | +274.2% | -57.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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