+99.1%
V vs CPB
-31.3%
+130.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +2.2% | +8.0% | -5.8% | +1.2% |
| 30D | +13.6% | +22.4% | -8.8% | +10.8% |
| 3M | +14.3% | +2.5% | +11.8% | +13.7% |
| 6M | +33.1% | +12.2% | +20.9% | +30.9% |
| YTD | +21.2% | -12.8% | +34.0% | +22.5% |
| 1Y | +26.4% | -19.2% | +45.6% | +29.0% |
| 3Y | +77.6% | -35.6% | +113.1% | +86.4% |
| All | +99.1% | -31.3% | +130.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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