+322.0%
CMG vs VTEB
+17.9%
+304.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -2.1% | -0.9% | -1.1% | -1.4% |
| 30D | +10.9% | -2.5% | +13.4% | +12.9% |
| 3M | +15.8% | -3.0% | +18.8% | +18.4% |
| 6M | +6.9% | -2.1% | +9.1% | +8.6% |
| YTD | -2.2% | -1.5% | -0.7% | -1.1% |
| 1Y | -7.1% | +0.2% | -7.2% | -7.2% |
| 3Y | -7.1% | +8.6% | -15.7% | -12.9% |
| 5Y | -4.8% | +1.2% | -6.0% | -6.7% |
| All | +322.0% | +17.9% | +304.1% | +418.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling