+119.3%
CNC vs VTEB
+25.5%
+93.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | -1.0% | -2.5% | +1.5% | +0.3% |
| 3M | +4.5% | -3.0% | +7.5% | +6.1% |
| 6M | +85.2% | -2.1% | +87.3% | +87.2% |
| YTD | +61.4% | -1.5% | +62.9% | +62.6% |
| 1Y | +94.9% | +0.2% | +94.7% | +94.7% |
| 3Y | 0.0% | +8.6% | -8.6% | -4.0% |
| 5Y | +11.2% | +1.2% | +10.0% | +10.9% |
| 10Y | +98.7% | +18.1% | +80.6% | +103.3% |
| All | +119.3% | +25.5% | +93.8% | +164.0% |
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