+10.7%
CMG vs VTEB
+0.7%
+10.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +13.2% | +1.2% | +11.9% | +12.3% |
| 30D | +14.6% | +4.2% | +10.4% | +12.2% |
| 3M | +2.6% | -0.5% | +3.1% | +3.5% |
| 6M | +9.6% | -0.6% | +10.1% | +11.0% |
| YTD | -4.3% | +0.3% | -4.6% | +1.1% |
| 1Y | +10.7% | +0.8% | +9.9% | +21.6% |
| All | +10.7% | +0.7% | +10.1% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling