-31.9%
CEG vs VCIT
-0.8%
-31.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -8.1% |
| 7D | -4.8% | +0.4% | -5.2% | -5.8% |
| 30D | -8.2% | +2.2% | -10.4% | -13.4% |
| 3M | -7.9% | -1.8% | -6.1% | -2.4% |
| 6M | -23.2% | -1.6% | -21.6% | -19.1% |
| YTD | -30.1% | -1.7% | -28.4% | -25.5% |
| 1Y | -31.9% | -0.8% | -31.1% | -27.3% |
| All | -31.9% | -0.8% | -31.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1y: compounded portfolio wealth divided by compounded VCIT 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…
1y analysis · Full analysis span regression · 6 months rolling