+37.0%
CEMB vs VT
+223.7%
-186.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +0.1% | -2.6% | +2.7% | +0.6% |
| 3M | -1.8% | -3.2% | +1.4% | -1.3% |
| 6M | -1.7% | +0.9% | -2.7% | -2.0% |
| YTD | -0.1% | +11.3% | -11.4% | -2.2% |
| 1Y | +0.5% | +14.0% | -13.5% | -2.0% |
| 3Y | +22.3% | +75.8% | -53.6% | +9.6% |
| 5Y | +8.9% | +57.8% | -48.9% | -1.1% |
| 10Y | +37.0% | +219.8% | -182.8% | +5.6% |
| All | +37.0% | +223.7% | -186.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling