-35.3%
CPB vs VIG
+67.2%
-102.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -1.6% | +3.5% | -5.0% | -3.0% |
| 30D | +19.2% | +4.9% | +14.3% | +16.9% |
| 3M | -0.9% | +2.5% | -3.5% | -2.0% |
| 6M | +15.2% | +11.0% | +4.2% | +10.4% |
| YTD | -13.1% | +16.0% | -29.0% | -18.1% |
| 1Y | -22.4% | +17.5% | -40.0% | -27.4% |
| 3Y | -35.3% | +67.0% | -102.3% | -47.8% |
| All | -35.3% | +67.2% | -102.5% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling