+187.5%
CEFS vs VT
+188.0%
-0.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.3% | -1.6% | +1.3% | +0.6% |
| 30D | -2.4% | -2.5% | +0.1% | -0.9% |
| 3M | -1.5% | -1.3% | -0.2% | -0.7% |
| 6M | +2.1% | +3.1% | -1.0% | +0.2% |
| YTD | +11.1% | +10.9% | +0.2% | +4.4% |
| 1Y | +14.4% | +12.1% | +2.4% | +6.9% |
| 3Y | +76.3% | +73.9% | +2.4% | +26.9% |
| 5Y | +78.7% | +58.0% | +20.8% | +34.6% |
| All | +187.5% | +188.0% | -0.6% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling