+187.4%
CEG vs VST
+372.0%
-184.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +2.3% |
| 7D | +8.0% | +8.9% | -0.9% | +1.5% |
| 30D | +12.9% | +6.2% | +6.7% | +8.0% |
| 3M | +13.2% | -2.7% | +15.9% | +14.5% |
| 6M | -7.0% | -8.4% | +1.4% | -1.7% |
| YTD | -15.0% | -7.2% | -7.8% | -11.6% |
| 1Y | -2.7% | -20.9% | +18.2% | +13.2% |
| All | +187.4% | +372.0% | -184.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling