+518.2%
CEG vs VST
+499.8%
+18.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.6% | -6.3% | -3.0% |
| 7D | -4.7% | -9.8% | +5.1% | +1.3% |
| 30D | -16.6% | -25.1% | +8.6% | +0.8% |
| 3M | -4.1% | -11.6% | +7.5% | +3.4% |
| 6M | -22.3% | -20.9% | -1.4% | -10.1% |
| YTD | -28.9% | -22.3% | -6.6% | -17.2% |
| 1Y | -28.5% | -32.0% | +3.6% | -8.8% |
| 3Y | +104.3% | +262.4% | -158.1% | -0.2% |
| All | +518.2% | +499.8% | +18.5% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling