+579.5%
CEG vs VCIT
+6.9%
+572.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +11.8% | -0.5% | +12.3% | +12.3% |
| 30D | -6.5% | +1.5% | -8.0% | -7.9% |
| 3M | -1.2% | -1.0% | -0.2% | -0.3% |
| 6M | -8.0% | -1.7% | -6.4% | -6.6% |
| YTD | -21.9% | -1.4% | -20.5% | -20.7% |
| 1Y | -21.4% | -0.9% | -20.5% | -20.5% |
| 3Y | +130.0% | +19.8% | +110.2% | +95.7% |
| All | +579.5% | +6.9% | +572.7% | +545.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling