+139.0%
VRT vs CPB
-31.9%
+170.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +4.7% |
| 7D | +13.6% | -8.2% | +21.8% | +8.5% |
| 30D | +6.8% | -5.6% | +12.4% | +3.8% |
| 3M | -3.2% | +3.0% | -6.2% | +0.4% |
| 6M | +20.3% | -12.7% | +33.1% | +17.8% |
| YTD | +79.6% | -18.0% | +97.6% | +74.1% |
| 1Y | +139.0% | -31.7% | +170.7% | +125.6% |
| All | +139.0% | -31.9% | +170.9% | +125.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling