+626.9%
CEG vs VFC
-79.0%
+705.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | +1.3% | -2.3% | +3.7% | +1.8% |
| 30D | +8.8% | -13.4% | +22.2% | +11.4% |
| 3M | +17.0% | -23.7% | +40.7% | +21.6% |
| 6M | -8.7% | -24.5% | +15.7% | -5.3% |
| YTD | -16.4% | -27.8% | +11.4% | -13.0% |
| 1Y | -1.8% | -13.5% | +11.7% | -1.7% |
| 3Y | +175.8% | -27.1% | +202.9% | +172.7% |
| All | +626.9% | -79.0% | +705.9% | +813.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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