-9.1%
CEPI vs VT
+10.7%
-19.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -0.8% |
| 7D | -11.0% | -4.2% | -6.8% | -4.4% |
| 30D | -18.7% | -5.8% | -12.9% | -10.1% |
| 3M | -12.5% | -5.2% | -7.3% | -4.1% |
| 6M | -9.4% | +0.1% | -9.5% | -9.3% |
| YTD | +3.3% | +8.2% | -5.0% | -9.6% |
| 1Y | -9.1% | +10.1% | -19.2% | -23.2% |
| All | -9.1% | +10.7% | -19.7% | -23.2% |
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 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