+7.3%
CPB vs VCLT
+103.4%
-96.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -7.2% | -0.9% | -6.4% | -7.2% |
| 3M | +0.9% | -3.2% | +4.1% | +1.2% |
| 6M | -11.8% | -3.8% | -8.0% | -11.5% |
| YTD | -19.4% | -2.0% | -17.4% | -19.3% |
| 1Y | -30.4% | -0.8% | -29.6% | -30.3% |
| 3Y | -40.2% | +12.3% | -52.4% | -40.5% |
| 5Y | -39.5% | -15.4% | -24.1% | -40.0% |
| 10Y | -47.4% | +15.7% | -63.1% | -46.8% |
| All | +7.3% | +103.4% | -96.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling