+129.7%
CBL vs VT
+59.8%
+69.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.3% |
| 30D | -1.0% | -2.6% | +1.6% | +1.1% |
| 3M | -14.1% | -3.2% | -10.8% | -11.9% |
| 6M | +3.9% | +0.9% | +3.0% | +2.1% |
| YTD | +35.1% | +11.3% | +23.8% | +21.2% |
| 1Y | +54.6% | +14.0% | +40.6% | +35.3% |
| 3Y | +176.5% | +75.8% | +100.7% | +60.8% |
| 5Y | +125.6% | +57.8% | +67.7% | +50.7% |
| All | +129.7% | +59.8% | +69.9% | +51.3% |
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