+348.0%
VT vs CPB
+28.1%
+319.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -4.2% | +11.6% | -15.7% | -6.6% |
| 30D | -5.8% | +23.3% | -29.1% | -10.5% |
| 3M | -5.2% | +1.6% | -6.9% | -6.1% |
| 6M | +0.1% | +13.9% | -13.8% | -4.0% |
| YTD | +8.2% | -11.7% | +19.9% | +10.1% |
| 1Y | +10.1% | -18.2% | +28.3% | +14.1% |
| 3Y | +69.7% | -35.2% | +104.8% | +83.1% |
| 5Y | +53.4% | -30.5% | +83.9% | +58.5% |
| 10Y | +219.2% | -37.1% | +256.4% | +222.8% |
| All | +348.0% | +28.1% | +319.9% | +175.6% |
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 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