+190.4%
CMS vs VTEB
+26.7%
+163.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | -0.8% | +1.1% | +1.2% |
| 30D | -3.6% | -1.3% | -2.3% | -2.1% |
| 3M | -1.9% | -2.1% | +0.2% | +0.5% |
| 6M | -11.0% | -1.7% | -9.3% | -9.3% |
| YTD | +0.2% | -0.6% | +0.8% | +0.9% |
| 1Y | -1.3% | +3.1% | -4.4% | -4.6% |
| 3Y | +35.9% | +9.2% | +26.7% | +23.4% |
| 5Y | +23.1% | +2.2% | +20.9% | +19.6% |
| 10Y | +117.9% | +18.8% | +99.1% | +82.2% |
| All | +190.4% | +26.7% | +163.7% | +132.5% |
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