+163.8%
CEG vs VLTO
+57.1%
+106.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +11.8% | +1.5% | +10.3% | +11.4% |
| 30D | -6.5% | +20.9% | -27.5% | -11.1% |
| 3M | -1.2% | +21.4% | -22.5% | -6.2% |
| 6M | -8.0% | +37.6% | -45.6% | -16.6% |
| YTD | -21.9% | +19.5% | -41.4% | -25.3% |
| 1Y | -21.4% | +22.0% | -43.5% | -25.6% |
| 3Y | +130.0% | +70.7% | +59.3% | +101.5% |
| All | +163.8% | +57.1% | +106.8% | +137.3% |
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