+905.2%
VRT vs CPB
-39.5%
+944.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +3.0% |
| 7D | +9.1% | -8.6% | +17.7% | +5.5% |
| 30D | +0.9% | -7.2% | +8.2% | -1.7% |
| 3M | -13.4% | +0.9% | -14.3% | -11.7% |
| 6M | +11.7% | -11.8% | +23.5% | +9.4% |
| YTD | +73.2% | -19.4% | +92.6% | +65.5% |
| 1Y | +123.4% | -30.4% | +153.8% | +104.6% |
| 3Y | +606.2% | -40.2% | +646.3% | +508.7% |
| All | +905.2% | -39.5% | +944.7% | +756.6% |
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 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