-38.4%
CPB vs VSAT
+53.4%
-91.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.8% |
| 7D | -8.2% | +17.3% | -25.5% | -8.2% |
| 30D | -5.6% | -3.3% | -2.3% | -5.6% |
| 3M | +3.0% | +18.7% | -15.8% | +2.9% |
| 6M | -12.7% | +77.6% | -90.3% | -13.0% |
| YTD | -18.0% | +125.6% | -143.6% | -18.4% |
| 1Y | -31.7% | +158.3% | -190.0% | -32.2% |
| 3Y | -41.0% | +226.1% | -267.1% | -42.3% |
| 5Y | -38.4% | +54.7% | -93.1% | -40.8% |
| All | -38.4% | +53.4% | -91.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling