-16.1%
CEG vs VTR
+18.3%
-34.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +12.1% | +0.2% | +11.9% | +12.1% |
| 30D | +0.2% | +5.5% | -5.2% | +0.4% |
| 3M | +0.7% | -0.9% | +1.6% | +1.2% |
| 6M | +2.2% | -0.4% | +2.7% | +3.4% |
| YTD | -20.3% | +17.0% | -37.4% | -20.6% |
| 1Y | -16.1% | +18.0% | -34.0% | -15.4% |
| All | -16.1% | +18.3% | -34.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling