-46.7%
CPB vs VCLT
+17.1%
-63.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -7.1% | -1.2% | -5.9% | -6.9% |
| 3M | -6.0% | -4.8% | -1.3% | -5.3% |
| 6M | -5.3% | -2.6% | -2.7% | -4.8% |
| YTD | -20.8% | -3.3% | -17.5% | -20.4% |
| 1Y | -33.8% | -4.8% | -29.0% | -33.3% |
| 3Y | -43.7% | +11.5% | -55.3% | -44.4% |
| 5Y | -40.7% | -17.0% | -23.8% | -40.5% |
| All | -46.7% | +17.1% | -63.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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