-16.1%
CEG vs VST
-24.4%
+8.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | +12.1% | +6.6% | +5.5% | +7.2% |
| 30D | +0.2% | -12.4% | +12.6% | +9.7% |
| 3M | +0.7% | -9.0% | +9.7% | +7.1% |
| 6M | +2.2% | -6.4% | +8.7% | +5.4% |
| YTD | -20.3% | -17.2% | -3.1% | -10.5% |
| 1Y | -16.1% | -22.0% | +5.9% | -0.7% |
| All | -16.1% | -24.4% | +8.3% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling