-38.4%
CPB vs VO
+43.2%
-81.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | -8.2% | +0.6% | -8.9% | -8.3% |
| 30D | -5.6% | -1.1% | -4.5% | -5.4% |
| 3M | +3.0% | +4.5% | -1.6% | +2.1% |
| 6M | -12.7% | +11.1% | -23.8% | -14.4% |
| YTD | -18.0% | +13.5% | -31.5% | -19.9% |
| 1Y | -31.7% | +14.5% | -46.2% | -33.5% |
| 3Y | -41.0% | +58.1% | -99.1% | -45.7% |
| 5Y | -38.4% | +43.3% | -81.7% | -43.7% |
| All | -38.4% | +43.2% | -81.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling