-42.6%
CPB vs VSXY
+37.5%
-80.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -7.1% | -18.7% | +11.6% | -6.7% |
| 3M | -6.0% | -4.0% | -2.1% | -6.0% |
| 6M | -5.3% | +67.5% | -72.7% | -6.3% |
| YTD | -20.8% | +39.7% | -60.5% | -21.6% |
| 1Y | -33.8% | +180.0% | -213.8% | -35.7% |
| 3Y | -43.7% | +337.3% | -381.0% | -46.4% |
| 5Y | -40.7% | +22.7% | -63.4% | -42.9% |
| All | -42.6% | +37.5% | -80.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling