+180.5%
CEG vs VCLT
+12.3%
+168.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | -0.5% | +8.5% | +8.3% |
| 30D | +12.9% | -0.9% | +13.8% | +13.4% |
| 3M | +13.2% | -3.2% | +16.4% | +15.1% |
| 6M | -7.0% | -3.8% | -3.2% | -5.2% |
| YTD | -15.0% | -2.0% | -13.0% | -13.9% |
| 1Y | -2.7% | -0.8% | -1.9% | -1.8% |
| All | +180.5% | +12.3% | +168.2% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling