+518.2%
CEG vs VFC
-66.6%
+584.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | +11.2% | -15.9% | -6.5% |
| 30D | -16.6% | +41.5% | -58.1% | -21.5% |
| 3M | -4.1% | +38.9% | -43.1% | -9.6% |
| 6M | -22.3% | +6.1% | -28.5% | -23.8% |
| YTD | -28.9% | +14.5% | -43.5% | -31.7% |
| 1Y | -28.5% | +46.0% | -74.4% | -34.4% |
| 3Y | +104.3% | +36.4% | +67.9% | +81.6% |
| All | +518.2% | -66.6% | +584.8% | +616.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling