+518.2%
CEG vs VO
+42.4%
+475.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | -4.7% | -2.6% | -2.2% | -2.0% |
| 30D | -16.6% | -0.9% | -15.6% | -15.7% |
| 3M | -4.1% | -3.0% | -1.1% | -0.6% |
| 6M | -22.3% | +2.2% | -24.5% | -23.9% |
| YTD | -28.9% | +10.6% | -39.5% | -36.1% |
| 1Y | -28.5% | +12.5% | -41.0% | -36.8% |
| 3Y | +104.3% | +61.4% | +42.9% | +32.6% |
| All | +518.2% | +42.4% | +475.8% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling