-22.4%
CPB vs VLTO
+21.9%
-44.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +3.0% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | +19.2% | +17.5% | +1.7% | +13.6% |
| 3M | -0.9% | +21.4% | -22.3% | -6.3% |
| 6M | +15.2% | +38.1% | -22.9% | +7.4% |
| YTD | -13.1% | +19.0% | -32.1% | -19.2% |
| 1Y | -22.4% | +20.7% | -43.1% | -28.1% |
| All | -22.4% | +21.9% | -44.3% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling