+129.3%
CBL vs VT
+55.4%
+73.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -0.1% |
| 7D | -5.6% | -4.2% | -1.4% | -2.2% |
| 30D | -4.1% | -5.8% | +1.7% | +0.7% |
| 3M | -14.4% | -5.2% | -9.2% | -10.7% |
| 6M | +12.2% | +0.1% | +12.1% | +10.9% |
| YTD | +34.9% | +8.2% | +26.7% | +23.8% |
| 1Y | +64.6% | +10.1% | +54.4% | +48.4% |
| 3Y | +172.3% | +69.7% | +102.6% | +63.4% |
| 5Y | +111.6% | +53.4% | +58.3% | +44.9% |
| All | +129.3% | +55.4% | +73.9% | +54.6% |
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 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