+95.9%
CEG vs VST
+229.5%
-133.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | +2.1% |
| 7D | -9.4% | -19.9% | +10.5% | +5.9% |
| 30D | -20.2% | -29.7% | +9.4% | +2.3% |
| 3M | -9.5% | -19.6% | +10.1% | +5.4% |
| 6M | -25.0% | -29.4% | +4.4% | -4.5% |
| YTD | -31.9% | -29.7% | -2.1% | -13.8% |
| 1Y | -33.7% | -40.0% | +6.4% | -5.6% |
| All | +95.9% | +229.5% | -133.6% | -28.0% |
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 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