+1,242.5%
CB vs VTV
+738.5%
+504.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | +7.3% | +3.9% | +3.4% | +3.3% |
| 3M | +7.0% | +2.6% | +4.5% | +4.3% |
| 6M | +16.3% | +11.5% | +4.8% | +4.1% |
| YTD | +19.7% | +22.3% | -2.5% | -2.6% |
| 1Y | +27.8% | +24.5% | +3.3% | +2.0% |
| 3Y | +72.0% | +78.8% | -6.8% | -5.6% |
| 5Y | +104.9% | +78.6% | +26.2% | +12.3% |
| 10Y | +246.7% | +231.8% | +14.9% | +3.0% |
| All | +1,242.5% | +738.5% | +504.0% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling