+180.6%
CEG vs VCLT
+12.2%
+168.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +6.7% | +0.3% | +6.4% | +6.5% |
| 30D | +11.0% | -0.6% | +11.5% | +11.3% |
| 3M | +19.5% | -2.2% | +21.7% | +20.9% |
| 6M | -5.9% | -2.9% | -3.0% | -4.4% |
| YTD | -15.0% | -2.1% | -12.9% | -13.8% |
| 1Y | +0.6% | -2.6% | +3.2% | +2.2% |
| 3Y | +180.6% | +12.5% | +168.1% | +168.9% |
| All | +180.6% | +12.2% | +168.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling