+360.7%
CB vs VTEB
+26.8%
+333.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +2.9% | -1.2% | +4.2% | +3.7% |
| 30D | +7.3% | +2.5% | +4.8% | +5.7% |
| 3M | +9.4% | -1.7% | +11.1% | +10.6% |
| 6M | +19.6% | -1.2% | +20.9% | +20.5% |
| YTD | +21.5% | -0.5% | +22.0% | +21.8% |
| 1Y | +28.0% | -0.1% | +28.1% | +28.0% |
| 3Y | +74.9% | +10.5% | +64.4% | +63.4% |
| 5Y | +108.1% | +2.6% | +105.6% | +105.3% |
| 10Y | +251.8% | +22.4% | +229.4% | +296.2% |
| All | +360.7% | +26.8% | +333.9% | +453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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