+101.0%
CB vs VTV
+78.5%
+22.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | -2.8% | -2.1% | -0.7% | -1.2% |
| 30D | -2.4% | -1.3% | -1.1% | -1.4% |
| 3M | +2.8% | +5.6% | -2.9% | -1.7% |
| 6M | +4.8% | +12.4% | -7.6% | -4.8% |
| YTD | +9.2% | +17.6% | -8.5% | -4.6% |
| 1Y | +22.8% | +23.5% | -0.7% | +3.0% |
| 3Y | +71.1% | +67.0% | +4.1% | +8.6% |
| 5Y | +101.0% | +80.5% | +20.5% | +16.8% |
| All | +101.0% | +78.5% | +22.5% | +16.8% |
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