+171.3%
CBAN vs VT
+223.7%
-52.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +3.0% | -2.6% | +5.6% | +4.9% |
| 3M | -6.5% | -3.2% | -3.3% | -4.5% |
| 6M | +4.2% | +0.9% | +3.2% | +2.9% |
| YTD | +17.5% | +11.3% | +6.1% | +8.0% |
| 1Y | +30.3% | +14.0% | +16.3% | +17.7% |
| 3Y | +122.9% | +75.8% | +47.1% | +49.7% |
| 5Y | +26.2% | +57.8% | -31.6% | -9.5% |
| 10Y | +171.3% | +219.8% | -48.5% | +8.6% |
| All | +171.3% | +223.7% | -52.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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