-34.7%
CBRL vs VT
+221.8%
-256.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.5% |
| 7D | +3.3% | +2.4% | +0.9% | +0.8% |
| 30D | +7.1% | -1.5% | +8.6% | +8.8% |
| 3M | +15.1% | -4.1% | +19.2% | +20.1% |
| 6M | +133.3% | +0.6% | +132.7% | +129.0% |
| YTD | +170.0% | +11.0% | +158.9% | +138.1% |
| 1Y | +126.5% | +13.3% | +113.1% | +95.5% |
| 3Y | +8.6% | +73.4% | -64.7% | -40.9% |
| 5Y | -43.6% | +57.4% | -101.0% | -65.8% |
| All | -34.7% | +221.8% | -256.4% | -77.3% |
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