+24.5%
CPB vs VIG
+623.5%
-599.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -8.6% | -0.4% | -8.2% | -8.4% |
| 30D | -7.2% | -1.0% | -6.3% | -6.8% |
| 3M | +0.9% | +2.8% | -1.9% | -0.5% |
| 6M | -11.8% | +8.2% | -20.0% | -15.3% |
| YTD | -19.4% | +11.0% | -30.4% | -23.7% |
| 1Y | -30.4% | +16.1% | -46.5% | -35.6% |
| 3Y | -40.2% | +56.2% | -96.3% | -52.7% |
| 5Y | -39.5% | +63.0% | -102.5% | -53.7% |
| 10Y | -47.4% | +241.4% | -288.8% | -74.0% |
| All | +24.5% | +623.5% | -599.0% | -58.4% |
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