-37.7%
CPB vs VCLT
-15.5%
-22.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +0.5% | -2.9% | +3.4% | +1.3% |
| 6M | -10.5% | -4.0% | -6.5% | -9.5% |
| YTD | -17.5% | -2.2% | -15.3% | -17.0% |
| 1Y | -31.0% | -2.6% | -28.4% | -30.6% |
| 3Y | -40.6% | +12.3% | -52.9% | -41.9% |
| 5Y | -37.7% | -16.4% | -21.4% | -40.6% |
| All | -37.7% | -15.5% | -22.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling