+95.9%
CEG vs VLTO
+68.7%
+27.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -9.4% | +12.0% | -21.4% | -12.3% |
| 30D | -20.2% | +20.8% | -41.1% | -24.5% |
| 3M | -9.5% | +20.1% | -29.6% | -14.3% |
| 6M | -25.0% | +32.6% | -57.6% | -31.7% |
| YTD | -31.9% | +17.3% | -49.2% | -34.7% |
| 1Y | -33.7% | +17.3% | -51.0% | -36.5% |
| All | +95.9% | +68.7% | +27.2% | +67.8% |
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