+104.9%
CB vs VTV
+78.5%
+26.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +7.3% | +3.9% | +3.4% | +4.2% |
| 3M | +7.0% | +2.6% | +4.5% | +4.9% |
| 6M | +16.3% | +11.5% | +4.8% | +6.6% |
| YTD | +19.7% | +22.3% | -2.5% | +1.6% |
| 1Y | +27.8% | +24.5% | +3.3% | +6.7% |
| 3Y | +72.0% | +78.8% | -6.8% | +3.1% |
| 5Y | +104.9% | +78.6% | +26.2% | +21.8% |
| All | +104.9% | +78.5% | +26.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling