-46.7%
CPB vs VYM
+209.2%
-255.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -7.1% | -2.2% | -4.8% | -6.2% |
| 3M | -6.0% | +3.1% | -9.1% | -7.2% |
| 6M | -5.3% | +9.7% | -15.0% | -9.0% |
| YTD | -20.8% | +14.9% | -35.7% | -25.5% |
| 1Y | -33.8% | +17.6% | -51.4% | -38.4% |
| 3Y | -43.7% | +65.3% | -109.0% | -54.8% |
| 5Y | -40.7% | +78.7% | -119.4% | -54.1% |
| All | -46.7% | +209.2% | -255.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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