-100.0%
CETX vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -19.0% | -19.1% |
| 7D | -49.0% | -2.3% | -46.6% | -46.6% |
| 30D | -67.7% | -5.0% | -62.7% | -64.4% |
| 3M | -77.9% | -4.9% | -73.1% | -75.8% |
| 6M | -93.3% | -1.5% | -91.7% | -93.0% |
| YTD | -97.6% | +8.5% | -106.0% | -97.8% |
| 1Y | -98.6% | +11.4% | -109.9% | -98.7% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +53.4% | -153.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling