+289.3%
CP vs VTEB
+26.8%
+262.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +2.1% | -1.2% | +3.4% | +2.9% |
| 30D | +9.3% | +2.5% | +6.9% | +7.7% |
| 3M | +0.5% | -1.7% | +2.2% | +1.6% |
| 6M | +10.4% | -1.2% | +11.6% | +11.3% |
| YTD | +28.7% | -0.5% | +29.2% | +29.2% |
| 1Y | +33.2% | -0.1% | +33.3% | +33.4% |
| 3Y | +38.4% | +10.5% | +28.0% | +30.9% |
| 5Y | +26.2% | +2.6% | +23.6% | +23.1% |
| 10Y | +258.4% | +22.4% | +236.0% | +325.3% |
| All | +289.3% | +26.8% | +262.5% | +443.4% |
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