-100.0%
CETX vs VT
+223.7%
-323.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -4.8% |
| 7D | -47.5% | +0.4% | -47.8% | -47.4% |
| 30D | -69.8% | -2.6% | -67.2% | -68.5% |
| 3M | -77.9% | -3.2% | -74.7% | -76.9% |
| 6M | -93.0% | +0.9% | -94.0% | -93.0% |
| YTD | -97.6% | +11.3% | -108.9% | -97.8% |
| 1Y | -98.6% | +14.0% | -112.6% | -98.8% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +223.7% | -323.7% | -100.0% |
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 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