+518.2%
CEG vs VCIT
+6.6%
+511.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -16.6% | +1.9% | -18.5% | -18.1% |
| 3M | -4.1% | -1.4% | -2.7% | -2.8% |
| 6M | -22.3% | -2.1% | -20.2% | -20.7% |
| YTD | -28.9% | -1.6% | -27.3% | -27.7% |
| 1Y | -28.5% | -0.9% | -27.5% | -27.5% |
| 3Y | +104.3% | +20.0% | +84.3% | +73.5% |
| All | +518.2% | +6.6% | +511.7% | +489.0% |
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