-38.2%
CPB vs VSXY
+19.2%
-57.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.6% |
| 7D | -8.0% | -10.7% | +2.7% | -7.8% |
| 30D | -2.4% | -24.3% | +21.8% | -1.9% |
| 3M | +0.5% | +1.0% | -0.5% | +0.5% |
| 6M | -10.5% | +57.4% | -67.8% | -11.4% |
| YTD | -17.5% | +39.8% | -57.3% | -18.3% |
| 1Y | -31.0% | +196.5% | -227.5% | -33.2% |
| 3Y | -40.6% | +357.2% | -397.9% | -43.8% |
| All | -38.2% | +19.2% | -57.4% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling