+30.7%
CPB vs VSAT
+1,485.7%
-1,455.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.5% |
| 7D | -8.6% | +11.8% | -20.4% | -8.9% |
| 30D | -7.2% | -7.0% | -0.2% | -7.1% |
| 3M | +0.9% | +3.3% | -2.4% | +0.4% |
| 6M | -11.8% | +57.4% | -69.3% | -13.7% |
| YTD | -19.4% | +118.6% | -138.0% | -22.1% |
| 1Y | -30.4% | +150.2% | -180.6% | -33.3% |
| 3Y | -40.2% | +160.7% | -200.9% | -44.2% |
| 5Y | -39.5% | +51.2% | -90.7% | -43.3% |
| 10Y | -47.4% | -0.7% | -46.7% | -50.6% |
| All | +30.7% | +1,485.7% | -1,455.0% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling