-51.4%
VG vs CPB
-34.0%
-17.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.8% |
| 7D | -22.0% | +11.6% | -33.6% | -19.1% |
| 30D | -14.7% | +23.3% | -38.0% | -9.1% |
| 3M | -7.1% | +1.6% | -8.7% | -5.6% |
| 6M | -11.2% | +13.9% | -25.1% | -6.5% |
| YTD | +69.8% | -11.7% | +81.5% | +69.5% |
| 1Y | +49.9% | -18.2% | +68.1% | +46.6% |
| All | -51.4% | -34.0% | -17.4% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling