+607.3%
CEG vs VTR
+99.9%
+507.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | +2.9% | +4.0% | -1.1% | +2.1% |
| 3M | +18.2% | +7.8% | +10.4% | +15.8% |
| 6M | -9.5% | +6.4% | -15.9% | -11.2% |
| YTD | -18.7% | +18.3% | -37.0% | -22.0% |
| 1Y | -10.1% | +33.9% | -44.1% | -16.4% |
| 3Y | +168.3% | +134.3% | +34.0% | +107.2% |
| All | +607.3% | +99.9% | +507.4% | +490.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling