+165.1%
CEG vs VLTO
+56.1%
+109.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.8% | +9.6% | +10.3% |
| 7D | +7.3% | +2.0% | +5.3% | +6.8% |
| 30D | -7.4% | +21.8% | -29.2% | -12.2% |
| 3M | +2.5% | +20.2% | -17.8% | -2.5% |
| 6M | -8.8% | +36.3% | -45.1% | -17.0% |
| YTD | -21.5% | +18.8% | -40.3% | -24.8% |
| 1Y | -22.5% | +20.4% | -42.9% | -26.3% |
| 3Y | +133.3% | +71.9% | +61.4% | +104.6% |
| All | +165.1% | +56.1% | +109.0% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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