+626.9%
CEG vs VCLT
-11.0%
+637.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +8.8% | +0.1% | +8.7% | +8.8% |
| 3M | +17.0% | -2.9% | +19.9% | +18.7% |
| 6M | -8.7% | -4.0% | -4.8% | -6.8% |
| YTD | -16.4% | -2.2% | -14.2% | -15.3% |
| 1Y | -1.8% | -2.6% | +0.8% | -0.2% |
| 3Y | +175.8% | +12.3% | +163.5% | +160.4% |
| All | +626.9% | -11.0% | +637.9% | +706.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling