+9.2%
CEFS vs VT
+10.7%
-1.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -1.8% |
| 7D | -5.6% | -4.2% | -1.4% | -2.9% |
| 30D | -7.1% | -5.8% | -1.3% | -3.4% |
| 3M | -6.9% | -5.2% | -1.7% | -3.6% |
| 6M | -3.4% | +0.1% | -3.5% | -3.2% |
| YTD | +5.6% | +8.2% | -2.6% | +1.3% |
| 1Y | +9.2% | +10.1% | -1.0% | +3.7% |
| All | +9.2% | +10.7% | -1.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling