+154.4%
CBL vs VT
+60.9%
+93.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.3% |
| 7D | +7.0% | -0.7% | +7.7% | +7.6% |
| 30D | +9.3% | -1.7% | +11.0% | +10.7% |
| 3M | -5.4% | -2.3% | -3.1% | -3.8% |
| 6M | +17.4% | +1.5% | +15.9% | +14.8% |
| YTD | +49.7% | +12.0% | +37.6% | +33.4% |
| 1Y | +71.7% | +12.9% | +58.9% | +51.9% |
| 3Y | +200.6% | +74.9% | +125.7% | +75.8% |
| 5Y | +142.6% | +59.9% | +82.7% | +59.7% |
| All | +154.4% | +60.9% | +93.5% | +66.6% |
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