+9.2%
CPB vs VEU
+174.2%
-164.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.1% |
| 30D | +19.2% | -0.9% | +20.1% | +19.4% |
| 3M | -0.9% | -5.4% | +4.4% | +0.4% |
| 6M | +15.2% | -1.8% | +17.0% | +15.3% |
| YTD | -13.1% | +10.9% | -24.0% | -16.3% |
| 1Y | -22.4% | +13.6% | -36.0% | -25.8% |
| 3Y | -35.3% | +69.3% | -104.6% | -45.3% |
| 5Y | -33.0% | +48.1% | -81.1% | -41.5% |
| 10Y | -39.2% | +148.0% | -187.1% | -56.1% |
| All | +9.2% | +174.2% | -164.9% | -30.4% |
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