-54.2%
CERS vs VT
+357.6%
-411.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -0.5% |
| 7D | -12.3% | +0.4% | -12.7% | -12.3% |
| 30D | -10.0% | -2.6% | -7.4% | -6.7% |
| 3M | -11.9% | -3.2% | -8.7% | -7.9% |
| 6M | -20.7% | +0.9% | -21.6% | -21.2% |
| YTD | +0.5% | +11.3% | -10.8% | -9.7% |
| 1Y | +21.1% | +14.0% | +7.1% | +5.9% |
| 3Y | +34.4% | +75.8% | -41.4% | -22.7% |
| 5Y | -72.4% | +57.8% | -130.2% | -81.4% |
| 10Y | -62.6% | +219.8% | -282.4% | -86.2% |
| All | -54.2% | +357.6% | -411.8% | -86.0% |
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