-19.8%
CEG vs VO
+13.5%
-33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.1% |
| 7D | +17.8% | +2.9% | +14.9% | +13.0% |
| 30D | -4.5% | +1.0% | -5.5% | -6.2% |
| 3M | +1.5% | -1.7% | +3.2% | +3.7% |
| 6M | -3.5% | +6.7% | -10.2% | -12.0% |
| YTD | -19.7% | +14.0% | -33.7% | -31.7% |
| 1Y | -19.8% | +13.7% | -33.5% | -31.1% |
| All | -19.8% | +13.5% | -33.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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