-57.4%
CBAT vs VT
+224.5%
-281.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | +5.4% | +0.4% | +4.9% | +4.9% |
| 30D | +96.0% | +1.0% | +95.0% | +93.8% |
| 3M | +30.7% | +2.4% | +28.3% | +27.0% |
| 6M | -5.8% | +12.0% | -17.8% | -16.4% |
| YTD | +16.7% | +15.3% | +1.3% | +0.4% |
| 1Y | +5.4% | +22.6% | -17.2% | -14.6% |
| 3Y | +12.6% | +74.7% | -62.0% | -37.6% |
| 5Y | -68.5% | +66.1% | -134.6% | -81.0% |
| All | -57.4% | +224.5% | -281.9% | -85.3% |
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