+508.8%
CET vs VT
+374.2%
+134.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | -0.2% | +1.0% | -1.2% | -0.9% |
| 3M | +3.8% | +2.4% | +1.4% | +2.0% |
| 6M | +5.5% | +12.0% | -6.5% | -2.5% |
| YTD | +8.7% | +15.3% | -6.7% | -1.6% |
| 1Y | +14.5% | +22.6% | -8.1% | -0.6% |
| 3Y | +73.3% | +74.7% | -1.4% | +17.9% |
| 5Y | +74.7% | +66.1% | +8.6% | +22.4% |
| 10Y | +327.1% | +225.0% | +102.1% | +91.5% |
| All | +508.8% | +374.2% | +134.6% | +100.9% |
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