-16.1%
CEG vs VTV
+23.7%
-39.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +12.1% | +2.9% | +9.2% | +8.8% |
| 30D | +0.2% | +3.8% | -3.5% | -4.3% |
| 3M | +0.7% | +1.6% | -0.8% | -1.5% |
| 6M | +2.2% | +11.2% | -9.0% | -9.6% |
| YTD | -20.3% | +22.0% | -42.3% | -34.2% |
| 1Y | -16.1% | +24.9% | -41.0% | -31.6% |
| All | -16.1% | +23.7% | -39.8% | -31.6% |
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