+361.8%
VRT vs CPB
-36.0%
+397.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +2.7% |
| 7D | -21.4% | +8.0% | -29.3% | -16.9% |
| 30D | -25.8% | +22.4% | -48.2% | -15.0% |
| 3M | -33.5% | +2.5% | -36.1% | -30.8% |
| 6M | -49.0% | +12.2% | -61.2% | -43.0% |
| YTD | +12.9% | -12.8% | +25.8% | +11.6% |
| 1Y | 0.0% | -19.2% | +19.2% | -5.0% |
| 3Y | +361.8% | -35.6% | +397.4% | +280.2% |
| All | +361.8% | -36.0% | +397.8% | +280.2% |
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