-43.4%
CPB vs VO
+193.0%
-236.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -8.0% | -0.6% | -7.4% | -7.9% |
| 30D | -2.4% | -1.9% | -0.5% | -2.0% |
| 3M | +0.5% | +3.3% | -2.7% | -0.3% |
| 6M | -10.5% | +9.7% | -20.2% | -12.6% |
| YTD | -17.5% | +12.6% | -30.1% | -20.1% |
| 1Y | -31.0% | +13.6% | -44.7% | -33.4% |
| 3Y | -40.6% | +56.8% | -97.4% | -47.4% |
| 5Y | -37.7% | +42.3% | -80.0% | -43.9% |
| 10Y | -43.4% | +199.2% | -242.6% | -64.0% |
| All | -43.4% | +193.0% | -236.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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