+1.3%
CPB vs VEU
+192.1%
-190.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | -7.2% | +2.2% | -9.4% | -7.8% |
| 3M | +0.9% | +3.0% | -2.1% | -0.2% |
| 6M | -11.8% | +10.9% | -22.7% | -14.8% |
| YTD | -19.4% | +18.2% | -37.6% | -23.7% |
| 1Y | -30.4% | +28.3% | -58.7% | -35.7% |
| 3Y | -40.2% | +74.6% | -114.8% | -49.8% |
| 5Y | -39.5% | +56.4% | -95.9% | -47.9% |
| 10Y | -47.4% | +153.0% | -200.4% | -62.1% |
| All | +1.3% | +192.1% | -190.9% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling