-40.5%
CPB vs VT
+223.7%
-264.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +19.0% | -2.6% | +21.6% | +19.6% |
| 3M | +0.4% | -3.2% | +3.7% | +1.0% |
| 6M | +13.0% | +0.9% | +12.0% | +12.4% |
| YTD | -12.7% | +11.3% | -24.0% | -15.2% |
| 1Y | -20.9% | +14.0% | -34.9% | -23.6% |
| 3Y | -35.4% | +75.8% | -111.2% | -44.4% |
| 5Y | -32.3% | +57.8% | -90.1% | -40.3% |
| 10Y | -40.5% | +219.8% | -260.3% | -62.0% |
| All | -40.5% | +223.7% | -264.2% | -62.0% |
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