+295.0%
CENX vs VT
+217.6%
+77.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.4% |
| 7D | +9.3% | -0.1% | +9.4% | +10.0% |
| 30D | -0.9% | -3.1% | +2.1% | +5.7% |
| 3M | -29.8% | -3.5% | -26.3% | -24.5% |
| 6M | -38.2% | +0.5% | -38.6% | -38.3% |
| YTD | -7.0% | +10.8% | -17.8% | -23.4% |
| 1Y | +12.7% | +11.9% | +0.8% | -8.4% |
| 3Y | +444.4% | +73.0% | +371.4% | +108.3% |
| 5Y | +167.8% | +58.6% | +109.2% | +28.7% |
| 10Y | +295.0% | +219.2% | +75.8% | -36.2% |
| All | +295.0% | +217.6% | +77.4% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling