-100.0%
CBIO vs VT
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.5% |
| 7D | -7.0% | -1.1% | -5.9% | -5.5% |
| 30D | +18.1% | -1.0% | +19.1% | +20.1% |
| 3M | +5.8% | +3.2% | +2.7% | +1.6% |
| 6M | +63.4% | +12.5% | +50.9% | +37.8% |
| YTD | +63.7% | +14.1% | +49.6% | +34.5% |
| 1Y | +54.7% | +18.9% | +35.8% | +19.3% |
| 3Y | -86.7% | +74.1% | -160.8% | -94.4% |
| 5Y | -99.9% | +66.9% | -166.8% | -99.9% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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