-28.5%
CEG vs VLTO
+18.3%
-46.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -4.7% | +5.4% | -10.1% | -4.4% |
| 30D | -16.6% | +22.3% | -38.9% | -15.9% |
| 3M | -4.1% | +19.6% | -23.7% | -3.4% |
| 6M | -22.3% | +35.2% | -57.5% | -22.2% |
| YTD | -28.9% | +17.9% | -46.8% | -25.9% |
| 1Y | -28.5% | +19.5% | -48.0% | -25.1% |
| All | -28.5% | +18.3% | -46.7% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling