+133.3%
CEG vs VLTO
+73.3%
+60.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.8% | +9.6% | +10.2% |
| 7D | +7.3% | +2.0% | +5.3% | +6.8% |
| 30D | -7.4% | +21.8% | -29.2% | -12.7% |
| 3M | +2.5% | +20.2% | -17.8% | -3.1% |
| 6M | -8.8% | +36.3% | -45.1% | -17.9% |
| YTD | -21.5% | +18.8% | -40.3% | -25.1% |
| 1Y | -22.5% | +20.4% | -42.9% | -26.7% |
| 3Y | +133.3% | +71.9% | +61.4% | +90.8% |
| All | +133.3% | +73.3% | +60.1% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling