+159.9%
CBL vs VT
+65.6%
+94.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +0.4% | -0.6% | -0.5% |
| 30D | -3.0% | +1.0% | -4.0% | -3.8% |
| 3M | +17.1% | +2.4% | +14.8% | +14.2% |
| 6M | +48.1% | +12.0% | +36.1% | +33.0% |
| YTD | +52.9% | +15.3% | +37.6% | +33.4% |
| 1Y | +84.5% | +22.6% | +62.0% | +51.6% |
| 3Y | +216.2% | +74.7% | +141.5% | +86.2% |
| All | +159.9% | +65.6% | +94.3% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling