-2.7%
CEG vs VTV
+27.0%
-29.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.2% |
| 7D | +8.0% | +0.5% | +7.5% | +7.3% |
| 30D | +12.9% | +1.1% | +11.8% | +11.5% |
| 3M | +13.2% | +5.9% | +7.3% | +5.5% |
| 6M | -7.0% | +11.6% | -18.6% | -17.8% |
| YTD | -15.0% | +19.8% | -34.8% | -30.3% |
| 1Y | -2.7% | +26.2% | -29.0% | -24.0% |
| All | -2.7% | +27.0% | -29.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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