-27.8%
CEPU vs VT
+138.5%
-166.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -19.5% | -3.1% | -16.5% | -16.7% |
| 3M | -26.3% | -3.5% | -22.8% | -23.3% |
| 6M | -27.9% | +0.5% | -28.4% | -28.4% |
| YTD | -41.9% | +10.8% | -52.7% | -48.4% |
| 1Y | -31.6% | +11.9% | -43.5% | -40.0% |
| 3Y | +97.6% | +73.0% | +24.6% | +8.3% |
| 5Y | +214.0% | +58.6% | +155.4% | +89.6% |
| All | -27.8% | +138.5% | -166.4% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling