+562.3%
CEG vs VST
+530.4%
+31.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.6% |
| 7D | +1.7% | -6.0% | +7.7% | +5.4% |
| 30D | -10.2% | -18.8% | +8.6% | +2.7% |
| 3M | -0.8% | -8.0% | +7.2% | +4.3% |
| 6M | -11.5% | -10.9% | -0.6% | -5.5% |
| YTD | -23.9% | -18.3% | -5.5% | -14.2% |
| 1Y | -25.4% | -29.9% | +4.5% | -6.6% |
| 3Y | +124.2% | +290.3% | -166.1% | +4.9% |
| All | +562.3% | +530.4% | +31.9% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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