+2.5%
CEPF price history and return analytics
+23.0%
-20.5%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +0.8% | +4.0% | -3.2% | +0.6% |
| 6M | +0.3% | +12.3% | -12.0% | -0.1% |
| YTD | +0.9% | +14.0% | -13.2% | +0.3% |
| 1Y | +2.3% | +20.3% | -18.0% | +1.1% |
| All | +2.5% | +23.0% | -20.5% | +0.9% |
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