+38.2%
CPB vs VSAT
+1,481.5%
-1,443.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -4.1% | +12.5% | -16.6% | -4.5% |
| 30D | +16.9% | +11.0% | +5.9% | +16.4% |
| 3M | -0.6% | -11.1% | +10.6% | -0.5% |
| 6M | +11.4% | +2.8% | +8.6% | +10.5% |
| YTD | -14.8% | +118.0% | -132.8% | -17.9% |
| 1Y | -24.8% | +97.1% | -121.9% | -27.3% |
| 3Y | -36.6% | +296.8% | -333.4% | -41.9% |
| 5Y | -33.3% | +38.7% | -72.0% | -37.3% |
| 10Y | -40.4% | -7.4% | -33.0% | -44.0% |
| All | +38.2% | +1,481.5% | -1,443.3% | +9.4% |
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