-41.5%
CPB vs VSAT
+199.8%
-241.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.4% |
| 7D | -8.6% | +11.8% | -20.4% | -8.5% |
| 30D | -7.2% | -7.0% | -0.2% | -7.3% |
| 3M | +0.9% | +3.3% | -2.4% | +0.9% |
| 6M | -11.8% | +57.4% | -69.3% | -11.9% |
| YTD | -19.4% | +118.6% | -138.0% | -19.7% |
| 1Y | -30.4% | +150.2% | -180.6% | -30.7% |
| All | -41.5% | +199.8% | -241.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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