+121.8%
CENX vs VT
+57.0%
+64.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.5% |
| 7D | +1.7% | +2.4% | -0.7% | -3.1% |
| 30D | +2.4% | -1.5% | +3.9% | +6.4% |
| 3M | -26.6% | -4.1% | -22.5% | -19.1% |
| 6M | -47.1% | +0.6% | -47.7% | -47.4% |
| YTD | -13.1% | +11.0% | -24.2% | -31.6% |
| 1Y | +17.2% | +13.3% | +3.8% | -11.4% |
| 3Y | +405.6% | +73.4% | +332.3% | +53.7% |
| All | +121.8% | +57.0% | +64.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling