+0.6%
CEG vs VFC
-11.5%
+12.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +6.7% | +0.8% | +5.8% | +6.6% |
| 30D | +11.0% | -11.9% | +22.9% | +12.3% |
| 3M | +19.5% | -20.2% | +39.6% | +21.4% |
| 6M | -5.9% | -23.0% | +17.1% | -4.4% |
| YTD | -15.0% | -26.2% | +11.2% | -13.8% |
| 1Y | +0.6% | -13.3% | +14.0% | 0.0% |
| All | +0.6% | -11.5% | +12.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling