+140.2%
CMS vs VTEB
+23.2%
+117.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | +1.7% | -1.2% | +3.0% | +3.1% |
| 30D | +6.2% | +2.5% | +3.7% | +3.4% |
| 3M | +0.6% | -1.7% | +2.3% | +2.5% |
| 6M | -1.8% | -1.2% | -0.5% | -0.4% |
| YTD | +3.8% | -0.5% | +4.3% | +4.4% |
| 1Y | -1.8% | -0.1% | -1.7% | -1.7% |
| 3Y | +39.8% | +10.5% | +29.4% | +25.6% |
| 5Y | +37.1% | +2.6% | +34.5% | +32.6% |
| All | +140.2% | +23.2% | +117.0% | +86.9% |
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