-40.9%
CPB vs VYM
+75.8%
-116.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -5.4% | -1.9% | -3.5% | -4.5% |
| 30D | -7.8% | -2.6% | -5.2% | -6.7% |
| 3M | -6.9% | +3.6% | -10.5% | -8.4% |
| 6M | -12.2% | +8.7% | -20.9% | -15.6% |
| YTD | -21.1% | +14.1% | -35.2% | -25.9% |
| 1Y | -33.5% | +17.8% | -51.3% | -38.6% |
| 3Y | -43.2% | +64.5% | -107.7% | -55.6% |
| 5Y | -40.9% | +77.5% | -118.4% | -56.5% |
| All | -40.9% | +75.8% | -116.7% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling