-35.3%
CPB vs VSXY
+455.0%
-490.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | -1.6% | -1.7% | +0.2% | -1.5% |
| 30D | +19.2% | +20.1% | -0.9% | +18.7% |
| 3M | -0.9% | +16.6% | -17.5% | -1.4% |
| 6M | +15.2% | +134.9% | -119.7% | +13.2% |
| YTD | -13.1% | +96.0% | -109.1% | -14.5% |
| 1Y | -22.4% | +203.8% | -226.2% | -24.7% |
| 3Y | -35.3% | +465.3% | -500.6% | -38.3% |
| All | -35.3% | +455.0% | -490.3% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling