-30.4%
CEPU vs VT
+133.1%
-163.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +1.4% |
| 7D | -11.6% | -4.2% | -7.4% | -7.2% |
| 30D | -23.0% | -5.8% | -17.2% | -17.6% |
| 3M | -31.4% | -5.2% | -26.2% | -27.1% |
| 6M | -31.3% | +0.1% | -31.5% | -31.4% |
| YTD | -44.0% | +8.2% | -52.2% | -49.0% |
| 1Y | -36.7% | +10.1% | -46.8% | -43.3% |
| 3Y | +89.8% | +69.7% | +20.1% | +6.4% |
| 5Y | +209.8% | +53.4% | +156.4% | +94.6% |
| All | -30.4% | +133.1% | -163.5% | -72.1% |
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