+604.3%
CEG vs VTRS
+34.2%
+570.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.8% | -2.2% | -2.6% | -4.6% |
| 30D | +2.3% | +3.3% | -1.0% | +2.2% |
| 3M | +15.6% | +2.0% | +13.6% | +15.4% |
| 6M | -5.0% | +19.9% | -25.0% | -6.2% |
| YTD | -19.0% | +35.7% | -54.8% | -20.6% |
| 1Y | -10.0% | +68.1% | -78.1% | -13.1% |
| 3Y | +163.9% | +87.1% | +76.9% | +142.7% |
| All | +604.3% | +34.2% | +570.1% | +544.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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