+62.8%
CPB vs VO
+827.2%
-764.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| YTD | -19.4% | +14.2% | -33.6% | -23.0% |
| 1Y | -30.4% | +15.3% | -45.6% | -33.8% |
| 3Y | -40.2% | +56.2% | -96.4% | -49.0% |
| 5Y | -39.5% | +42.4% | -81.9% | -47.5% |
| 10Y | -47.4% | +194.7% | -242.1% | -66.1% |
| All | +62.8% | +827.2% | -764.4% | -34.6% |
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