-100.0%
CETX vs VT
+221.4%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | -0.2% | +1.0% | -1.2% | -1.3% |
| 30D | -10.0% | -0.2% | -9.7% | -9.7% |
| 3M | -51.7% | +4.5% | -56.3% | -53.9% |
| 6M | -72.8% | +14.1% | -86.9% | -76.3% |
| YTD | -90.2% | +14.8% | -105.0% | -91.5% |
| 1Y | -98.0% | +21.2% | -119.2% | -98.3% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| 10Y | -100.0% | +222.3% | -322.3% | -100.0% |
| All | -100.0% | +221.4% | -321.4% | -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