+225.0%
CP vs VTEB
+17.9%
+207.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -2.6% | -0.9% | -1.7% | -1.9% |
| 30D | -3.7% | -2.5% | -1.2% | -1.9% |
| 3M | +0.1% | -3.0% | +3.1% | +2.4% |
| 6M | +7.8% | -2.1% | +10.0% | +9.6% |
| YTD | +21.7% | -1.5% | +23.2% | +23.2% |
| 1Y | +18.6% | +0.2% | +18.5% | +18.6% |
| 3Y | +17.5% | +8.6% | +9.0% | +11.1% |
| 5Y | +35.4% | +1.2% | +34.2% | +33.1% |
| All | +225.0% | +17.9% | +207.2% | +245.8% |
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