-37.3%
CPB vs VCLT
+14.9%
-52.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -5.8% | -1.9% | -3.9% | -4.8% |
| 30D | +16.5% | +1.4% | +15.0% | +15.8% |
| 3M | -1.1% | -1.8% | +0.7% | -0.1% |
| 6M | +11.5% | -3.9% | +15.4% | +13.8% |
| YTD | -15.7% | -3.9% | -11.8% | -14.0% |
| 1Y | -24.7% | -4.7% | -19.9% | -22.8% |
| All | -37.3% | +14.9% | -52.2% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling