+562.3%
CEG vs VMC
+56.2%
+506.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +1.7% | +1.1% | +0.5% | +1.0% |
| 30D | -10.2% | +17.7% | -27.9% | -17.3% |
| 3M | -0.8% | +1.1% | -1.9% | -1.8% |
| 6M | -11.5% | +1.8% | -13.4% | -13.1% |
| YTD | -23.9% | +1.5% | -25.4% | -26.2% |
| 1Y | -25.4% | -1.1% | -24.3% | -26.6% |
| 3Y | +124.2% | +38.8% | +85.4% | +83.1% |
| All | +562.3% | +56.2% | +506.1% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling