+1,175.2%
CB vs VWO
+293.6%
+881.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +2.0% | +1.0% | +1.8% |
| 30D | +7.3% | -4.3% | +11.6% | +9.6% |
| 3M | +9.4% | -6.4% | +15.8% | +12.8% |
| 6M | +19.6% | -5.6% | +25.3% | +21.9% |
| YTD | +21.5% | +5.2% | +16.3% | +16.0% |
| 1Y | +28.0% | +5.2% | +22.8% | +22.1% |
| 3Y | +74.9% | +55.5% | +19.4% | +32.1% |
| 5Y | +108.1% | +25.6% | +82.5% | +74.7% |
| 10Y | +251.8% | +110.8% | +141.0% | +115.6% |
| All | +1,175.2% | +293.6% | +881.6% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling