-58.6%
CERS vs VT
+222.7%
-281.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.2% |
| 7D | -3.5% | -0.1% | -3.3% | -3.3% |
| 30D | -0.4% | -0.7% | +0.3% | +0.8% |
| 3M | -2.7% | +4.0% | -6.7% | -8.8% |
| 6M | +30.1% | +12.3% | +17.8% | +8.3% |
| YTD | +21.8% | +14.0% | +7.8% | -0.3% |
| 1Y | +94.6% | +20.3% | +74.3% | +46.9% |
| 3Y | +53.0% | +75.4% | -22.4% | -30.4% |
| 5Y | -60.0% | +66.0% | -126.0% | -79.5% |
| 10Y | -58.6% | +228.2% | -286.8% | -91.2% |
| All | -58.6% | +222.7% | -281.3% | -91.2% |
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 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