+1.2%
VTEB vs CPB
-41.0%
+42.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | -2.5% | -7.1% | +4.6% | -2.4% |
| 3M | -3.0% | -6.0% | +3.1% | -2.9% |
| 6M | -2.1% | -5.3% | +3.1% | -2.1% |
| YTD | -1.5% | -20.8% | +19.4% | -1.1% |
| 1Y | +0.2% | -33.8% | +34.0% | +0.9% |
| 3Y | +8.6% | -43.7% | +52.3% | +9.6% |
| All | +1.2% | -41.0% | +42.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling