-41.5%
CPB vs VO
+58.9%
-100.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | +0.9% | +2.9% | -2.1% | +0.2% |
| 6M | -11.8% | +9.3% | -21.2% | -13.6% |
| YTD | -19.4% | +14.2% | -33.6% | -21.9% |
| 1Y | -30.4% | +15.3% | -45.6% | -32.7% |
| All | -41.5% | +58.9% | -100.4% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling