+492.8%
CEG vs VT
+58.4%
+434.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.5% |
| 7D | -9.4% | -4.2% | -5.3% | -4.9% |
| 30D | -20.2% | -5.8% | -14.4% | -14.2% |
| 3M | -9.5% | -5.2% | -4.2% | -3.2% |
| 6M | -25.0% | +0.1% | -25.1% | -25.1% |
| YTD | -31.9% | +8.2% | -40.1% | -38.1% |
| 1Y | -33.7% | +10.1% | -43.8% | -40.8% |
| 3Y | +108.7% | +69.7% | +39.0% | +21.8% |
| All | +492.8% | +58.4% | +434.3% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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