-38.4%
CPB vs VIG
+63.6%
-102.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -8.2% | -0.4% | -7.8% | -8.1% |
| 30D | -5.6% | -2.1% | -3.5% | -4.8% |
| 3M | +3.0% | +3.3% | -0.4% | +1.6% |
| 6M | -12.7% | +9.3% | -22.0% | -15.7% |
| YTD | -18.0% | +10.1% | -28.1% | -21.1% |
| 1Y | -31.7% | +14.7% | -46.5% | -35.5% |
| 3Y | -41.0% | +56.9% | -97.9% | -51.0% |
| 5Y | -38.4% | +62.9% | -101.3% | -50.3% |
| All | -38.4% | +63.6% | -102.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling