-99.8%
CBUS vs VT
+164.4%
-264.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -2.1% |
| 7D | -15.6% | -4.2% | -11.4% | -9.7% |
| 30D | -27.4% | -5.8% | -21.6% | -20.6% |
| 3M | -40.9% | -5.2% | -35.7% | -36.0% |
| 6M | -26.0% | +0.1% | -26.1% | -26.1% |
| YTD | -34.5% | +8.2% | -42.7% | -40.5% |
| 1Y | -13.3% | +10.1% | -23.4% | -23.0% |
| 3Y | -90.0% | +69.7% | -159.6% | -94.7% |
| 5Y | -99.4% | +53.4% | -152.7% | -99.6% |
| All | -99.8% | +164.4% | -264.2% | -99.9% |
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