+74.9%
CB vs VWO
+56.0%
+18.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +2.0% | +1.0% | +3.0% |
| 30D | +7.3% | -4.3% | +11.6% | +7.1% |
| 3M | +9.4% | -6.4% | +15.8% | +9.1% |
| 6M | +19.6% | -5.6% | +25.3% | +19.4% |
| YTD | +21.5% | +5.2% | +16.3% | +19.8% |
| 1Y | +28.0% | +5.2% | +22.8% | +26.3% |
| 3Y | +74.9% | +55.5% | +19.4% | +67.5% |
| All | +74.9% | +56.0% | +18.8% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling