-41.6%
CPB vs VSXY
+37.4%
-79.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.4% |
| 7D | -8.6% | -14.0% | +5.4% | -8.3% |
| 30D | -7.2% | -15.9% | +8.7% | -7.0% |
| 3M | +0.9% | +3.4% | -2.5% | +0.8% |
| 6M | -11.8% | +25.9% | -37.7% | -12.3% |
| YTD | -19.4% | +39.5% | -58.9% | -20.1% |
| 1Y | -30.4% | +194.4% | -224.7% | -32.4% |
| 3Y | -40.2% | +281.4% | -321.6% | -42.9% |
| 5Y | -39.5% | +12.8% | -52.3% | -41.7% |
| All | -41.6% | +37.4% | -79.0% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling