-2.7%
CEG vs VMC
-8.5%
+5.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | +8.0% | -4.3% | +12.4% | +9.4% |
| 30D | +12.9% | -8.2% | +21.2% | +15.7% |
| 3M | +13.2% | -7.0% | +20.2% | +15.2% |
| 6M | -7.0% | -10.8% | +3.8% | -4.6% |
| YTD | -15.0% | -7.4% | -7.6% | -16.5% |
| 1Y | -2.7% | -9.5% | +6.8% | -1.4% |
| All | -2.7% | -8.5% | +5.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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