-23.5%
CBRL vs VT
+214.8%
-238.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | +0.9% |
| 7D | -6.3% | -4.2% | -2.1% | -1.9% |
| 30D | +21.0% | -5.8% | +26.8% | +28.8% |
| 3M | +16.0% | -5.2% | +21.3% | +22.6% |
| 6M | +131.7% | +0.1% | +131.6% | +128.3% |
| YTD | +173.9% | +8.2% | +165.6% | +148.1% |
| 1Y | +111.1% | +10.1% | +101.0% | +87.6% |
| 3Y | +8.7% | +69.7% | -61.0% | -39.5% |
| 5Y | -43.2% | +53.4% | -96.6% | -64.7% |
| All | -23.5% | +214.8% | -238.3% | -72.0% |
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