-37.7%
CPB vs VEU
+56.2%
-93.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | +0.3% | -8.3% | -8.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | +0.5% | +4.7% | -4.1% | 0.0% |
| 6M | -10.5% | +11.6% | -22.1% | -11.7% |
| YTD | -17.5% | +16.8% | -34.3% | -19.2% |
| 1Y | -31.0% | +24.9% | -55.9% | -33.1% |
| 3Y | -40.6% | +75.7% | -116.4% | -45.1% |
| 5Y | -37.7% | +56.1% | -93.8% | -41.7% |
| All | -37.7% | +56.2% | -93.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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