-47.4%
CPB vs VT
+224.5%
-271.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | -7.2% | +1.0% | -8.2% | -7.5% |
| 3M | +0.9% | +2.4% | -1.5% | +0.2% |
| 6M | -11.8% | +12.0% | -23.8% | -14.3% |
| YTD | -19.4% | +15.3% | -34.7% | -22.3% |
| 1Y | -30.4% | +22.6% | -53.0% | -33.9% |
| 3Y | -40.2% | +74.7% | -114.8% | -48.4% |
| 5Y | -39.5% | +66.1% | -105.6% | -47.5% |
| All | -47.4% | +224.5% | -271.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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