-35.0%
CPB vs VLTO
+56.3%
-91.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | +17.6% | +22.0% | -4.4% | +12.6% |
| 3M | +2.0% | +21.9% | -19.8% | -2.3% |
| 6M | +11.6% | +36.5% | -24.9% | +4.9% |
| YTD | -13.8% | +19.0% | -32.7% | -17.4% |
| 1Y | -21.6% | +21.0% | -42.5% | -25.1% |
| 3Y | -35.8% | +69.9% | -105.7% | -38.2% |
| All | -35.0% | +56.3% | -91.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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