+562.3%
CEG vs VCIT
+6.4%
+555.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -10.2% | +1.1% | -11.3% | -11.2% |
| 3M | -0.8% | -1.4% | +0.5% | +0.4% |
| 6M | -11.5% | -2.3% | -9.2% | -9.5% |
| YTD | -23.9% | -1.8% | -22.1% | -22.4% |
| 1Y | -25.4% | -1.0% | -24.4% | -24.4% |
| 3Y | +124.2% | +19.3% | +104.9% | +91.6% |
| All | +562.3% | +6.4% | +555.9% | +532.0% |
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