-0.3%
CEPI vs VT
+15.2%
-15.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -4.4% |
| 7D | -5.6% | -0.3% | -5.3% | -5.1% |
| 30D | -12.6% | -1.4% | -11.2% | -10.4% |
| 3M | -6.9% | -1.4% | -5.5% | -4.6% |
| 6M | -1.7% | +5.5% | -7.1% | -9.9% |
| YTD | +10.7% | +12.8% | -2.1% | -9.7% |
| 1Y | -0.3% | +15.4% | -15.7% | -22.5% |
| All | -0.3% | +15.2% | -15.5% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling