+2,723.0%
VRT vs CPB
-30.6%
+2,753.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +3.6% |
| 7D | +9.1% | -8.6% | +17.7% | +7.2% |
| 30D | +0.9% | -7.2% | +8.2% | -0.5% |
| 3M | -13.4% | +0.9% | -14.3% | -12.5% |
| 6M | +11.7% | -11.8% | +23.5% | +10.7% |
| YTD | +73.2% | -19.4% | +92.6% | +69.8% |
| 1Y | +123.4% | -30.4% | +153.8% | +114.9% |
| 3Y | +606.2% | -40.2% | +646.3% | +561.1% |
| 5Y | +899.9% | -39.5% | +939.4% | +832.9% |
| All | +2,723.0% | -30.6% | +2,753.7% | +2,551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling