+639.5%
CEG vs VFC
-78.1%
+717.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.5% |
| 7D | +8.0% | -1.6% | +9.6% | +8.3% |
| 30D | +12.9% | -11.6% | +24.6% | +15.3% |
| 3M | +13.2% | -18.1% | +31.3% | +16.3% |
| 6M | -7.0% | -27.4% | +20.4% | -2.8% |
| YTD | -15.0% | -24.8% | +9.8% | -12.1% |
| 1Y | -2.7% | -8.2% | +5.5% | -3.7% |
| 3Y | +184.1% | -29.1% | +213.2% | +183.3% |
| All | +639.5% | -78.1% | +717.5% | +822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling