+30.2%
CPB vs VIG
+655.7%
-625.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.8% | +3.1% | -8.9% | -7.3% |
| 30D | +16.5% | +5.0% | +11.4% | +13.6% |
| 3M | -1.1% | +2.7% | -3.8% | -2.5% |
| 6M | +11.5% | +11.0% | +0.5% | +5.7% |
| YTD | -15.7% | +16.0% | -31.7% | -22.0% |
| 1Y | -24.7% | +16.3% | -40.9% | -30.4% |
| 3Y | -37.3% | +66.8% | -104.1% | -52.1% |
| 5Y | -35.0% | +64.8% | -99.8% | -50.5% |
| 10Y | -41.0% | +263.6% | -304.6% | -71.8% |
| All | +30.2% | +655.7% | -625.6% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling