+92.9%
CGBD vs VT
+183.2%
-90.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | -2.7% | -1.1% | -1.6% | -1.8% |
| 30D | +2.4% | -1.0% | +3.4% | +3.3% |
| 3M | +7.8% | +3.2% | +4.6% | +4.9% |
| 6M | +10.0% | +12.5% | -2.5% | -0.8% |
| YTD | -2.5% | +14.1% | -16.5% | -13.2% |
| 1Y | -5.6% | +18.9% | -24.5% | -19.0% |
| 3Y | +10.5% | +74.1% | -63.6% | -32.4% |
| 5Y | +50.2% | +66.9% | -16.7% | -5.7% |
| All | +92.9% | +183.2% | -90.3% | -25.0% |
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 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