-46.9%
CPB vs VIG
+247.5%
-294.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.5% |
| 30D | -7.8% | -3.2% | -4.6% | -6.6% |
| 3M | -6.9% | +3.0% | -10.0% | -8.1% |
| 6M | -12.2% | +8.1% | -20.3% | -15.0% |
| YTD | -21.1% | +9.1% | -30.1% | -23.9% |
| 1Y | -33.5% | +12.6% | -46.1% | -36.8% |
| 3Y | -43.2% | +55.4% | -98.6% | -53.0% |
| 5Y | -40.9% | +62.8% | -103.7% | -52.5% |
| All | -46.9% | +247.5% | -294.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling