+72.2%
V vs CPB
-39.5%
+111.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | -1.7% | -8.6% | +6.9% | -0.7% |
| 30D | +2.0% | -7.2% | +9.2% | +2.8% |
| 3M | +17.4% | +0.9% | +16.5% | +17.1% |
| 6M | +17.5% | -11.8% | +29.3% | +19.0% |
| YTD | +7.6% | -19.4% | +27.0% | +9.9% |
| 1Y | +7.7% | -30.4% | +38.1% | +12.1% |
| 3Y | +54.7% | -40.2% | +94.8% | +63.9% |
| All | +72.2% | -39.5% | +111.7% | +80.5% |
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