+607.3%
CEG vs VCLT
-12.0%
+619.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | +0.3% | -1.3% | +1.6% | +1.0% |
| 30D | +2.9% | -1.1% | +4.0% | +3.5% |
| 3M | +18.2% | -3.7% | +21.9% | +20.5% |
| 6M | -9.5% | -4.0% | -5.5% | -7.5% |
| YTD | -18.7% | -3.4% | -15.3% | -17.1% |
| 1Y | -10.1% | -4.1% | -6.0% | -8.0% |
| 3Y | +168.3% | +11.0% | +157.4% | +155.0% |
| All | +607.3% | -12.0% | +619.3% | +689.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling