+639.7%
CEG vs VMC
+40.2%
+599.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.8% |
| 7D | +6.7% | -0.5% | +7.2% | +7.0% |
| 30D | +11.0% | -9.1% | +20.1% | +16.1% |
| 3M | +19.5% | -4.1% | +23.6% | +21.3% |
| 6M | -5.9% | -5.5% | -0.3% | -4.1% |
| YTD | -15.0% | -8.9% | -6.1% | -12.9% |
| 1Y | +0.6% | -12.9% | +13.6% | +5.4% |
| 3Y | +180.6% | +22.1% | +158.5% | +144.4% |
| All | +639.7% | +40.2% | +599.5% | +483.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling