+198.1%
CEVA vs VT
+345.0%
-146.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.1% | -8.3% | -7.0% |
| 7D | -23.6% | -4.2% | -19.4% | -18.8% |
| 30D | -32.1% | -5.8% | -26.3% | -26.0% |
| 3M | -28.3% | -5.2% | -23.0% | -22.0% |
| 6M | -27.2% | +0.1% | -27.3% | -24.4% |
| YTD | +14.1% | +8.2% | +5.9% | +8.7% |
| 1Y | -9.8% | +10.1% | -19.9% | -15.4% |
| 3Y | +26.1% | +69.7% | -43.6% | -25.1% |
| 5Y | -49.1% | +53.4% | -102.5% | -64.7% |
| 10Y | -18.3% | +219.2% | -237.5% | -72.5% |
| All | +198.1% | +345.0% | -146.9% | -31.2% |
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