+219.2%
CB vs VWO
+115.6%
+103.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | -2.8% | -1.7% | -1.0% | -2.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +2.8% | +4.0% | -1.2% | +0.5% |
| 6M | +4.8% | +8.1% | -3.3% | 0.0% |
| YTD | +9.2% | +11.6% | -2.5% | +2.3% |
| 1Y | +22.8% | +16.2% | +6.6% | +12.6% |
| 3Y | +71.1% | +63.3% | +7.9% | +29.2% |
| 5Y | +101.0% | +33.4% | +67.6% | +68.9% |
| All | +219.2% | +115.6% | +103.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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