+276.0%
CP vs VTEB
+26.6%
+249.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.4% | -0.2% | +2.7% | +2.6% |
| 30D | -0.5% | -1.6% | +1.1% | +0.5% |
| 3M | +1.4% | -2.0% | +3.4% | +2.7% |
| 6M | +10.3% | -1.7% | +12.0% | +11.5% |
| YTD | +24.3% | -0.6% | +24.9% | +24.9% |
| 1Y | +20.4% | +1.8% | +18.6% | +19.3% |
| 3Y | +21.8% | +9.6% | +12.2% | +15.6% |
| 5Y | +31.5% | +2.1% | +29.5% | +28.6% |
| 10Y | +223.2% | +18.9% | +204.3% | +252.1% |
| All | +276.0% | +26.6% | +249.4% | +425.2% |
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