+130.1%
CEG vs VLTO
+54.1%
+76.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -9.4% | +12.0% | -21.4% | -12.1% |
| 30D | -20.2% | +20.8% | -41.1% | -24.2% |
| 3M | -9.5% | +20.1% | -29.6% | -13.9% |
| 6M | -25.0% | +32.6% | -57.6% | -31.2% |
| YTD | -31.9% | +17.3% | -49.2% | -34.5% |
| 1Y | -33.7% | +17.3% | -51.0% | -36.4% |
| 3Y | +108.7% | +66.9% | +41.8% | +84.2% |
| All | +130.1% | +54.1% | +76.0% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling