+2.0%
CEPF vs VT
+16.8%
-14.7%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | 0.0% |
| 7D | 0.0% | -4.2% | +4.1% | +0.1% |
| 30D | +0.3% | -5.8% | +6.1% | +0.5% |
| 3M | -0.5% | -5.2% | +4.8% | -0.3% |
| 6M | +0.7% | +0.1% | +0.6% | +0.7% |
| YTD | +0.4% | +8.2% | -7.8% | +0.1% |
| 1Y | -1.8% | +10.1% | -11.9% | -2.2% |
| All | +2.0% | +16.8% | -14.7% | +0.6% |
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