+228.9%
CEVA vs VT
+346.0%
-117.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.0% |
| 7D | -8.2% | -2.3% | -5.9% | -5.0% |
| 30D | -23.6% | -5.0% | -18.7% | -17.7% |
| 3M | -23.9% | -4.9% | -19.0% | -17.6% |
| 6M | -21.8% | -1.5% | -20.3% | -17.1% |
| YTD | +25.9% | +8.5% | +17.4% | +19.6% |
| 1Y | +1.3% | +11.4% | -10.0% | -6.3% |
| 3Y | +38.3% | +70.1% | -31.7% | -18.1% |
| 5Y | -43.9% | +53.7% | -97.6% | -61.1% |
| 10Y | -9.8% | +220.0% | -229.8% | -69.7% |
| All | +228.9% | +346.0% | -117.1% | -24.3% |
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