-29.7%
CENX vs VT
+374.2%
-403.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | +0.4% | 0.0% | -0.6% |
| 30D | -0.3% | +1.0% | -1.2% | -2.4% |
| 3M | -29.6% | +2.4% | -32.0% | -33.2% |
| 6M | -12.4% | +12.0% | -24.4% | -32.3% |
| YTD | +19.4% | +15.3% | +4.1% | -13.1% |
| 1Y | +112.3% | +22.6% | +89.8% | +36.9% |
| 3Y | +504.4% | +74.7% | +429.7% | +93.0% |
| 5Y | +268.3% | +66.1% | +202.2% | +44.3% |
| 10Y | +653.3% | +225.0% | +428.3% | -29.4% |
| All | -29.7% | +374.2% | -403.9% | -96.7% |
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 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