+8.5%
CPB vs VYM
+490.3%
-481.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -8.2% | +0.1% | -8.4% | -8.3% |
| 30D | -5.6% | -1.3% | -4.3% | -5.0% |
| 3M | +3.0% | +4.1% | -1.1% | +1.0% |
| 6M | -12.7% | +9.8% | -22.5% | -16.6% |
| YTD | -18.0% | +15.3% | -33.3% | -23.5% |
| 1Y | -31.7% | +20.0% | -51.7% | -37.6% |
| 3Y | -41.0% | +66.2% | -107.2% | -54.0% |
| 5Y | -38.4% | +77.5% | -115.9% | -53.7% |
| 10Y | -45.0% | +201.7% | -246.7% | -69.1% |
| All | +8.5% | +490.3% | -481.7% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling