+607.3%
CEG vs VTRS
+33.2%
+574.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +0.3% | -3.3% | +3.6% | +0.5% |
| 30D | +2.9% | +1.4% | +1.5% | +2.8% |
| 3M | +18.2% | +4.6% | +13.6% | +17.8% |
| 6M | -9.5% | +18.1% | -27.6% | -10.5% |
| YTD | -18.7% | +34.7% | -53.4% | -20.3% |
| 1Y | -10.1% | +65.6% | -75.8% | -13.2% |
| 3Y | +168.3% | +83.8% | +84.6% | +147.1% |
| All | +607.3% | +33.2% | +574.1% | +547.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling