+582.9%
CEG vs VFC
-65.7%
+648.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.6% | +7.9% | +10.0% |
| 7D | +7.3% | +7.7% | -0.4% | +6.0% |
| 30D | -7.4% | +39.2% | -46.6% | -12.6% |
| 3M | +2.5% | +40.3% | -37.8% | -3.5% |
| 6M | -8.8% | +11.4% | -20.2% | -11.3% |
| YTD | -21.5% | +17.5% | -39.0% | -24.9% |
| 1Y | -22.5% | +45.9% | -68.4% | -28.9% |
| 3Y | +133.3% | +47.3% | +86.0% | +104.7% |
| All | +582.9% | -65.7% | +648.6% | +688.7% |
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