+76.3%
CPB vs VO
+822.3%
-746.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | +19.0% | +0.5% | +18.5% | +18.8% |
| 3M | +0.4% | -1.0% | +1.5% | +0.7% |
| 6M | +13.0% | +6.4% | +6.5% | +10.5% |
| YTD | -12.7% | +13.6% | -26.3% | -16.6% |
| 1Y | -20.9% | +14.5% | -35.4% | -24.6% |
| 3Y | -35.4% | +67.2% | -102.6% | -46.2% |
| 5Y | -32.3% | +36.1% | -68.4% | -40.3% |
| 10Y | -40.5% | +199.3% | -239.9% | -62.0% |
| All | +76.3% | +822.3% | -746.1% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling