+626.9%
CEG vs VTV
+68.3%
+558.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.3% |
| 7D | +1.3% | -0.7% | +2.0% | +2.1% |
| 30D | +8.8% | -0.5% | +9.3% | +9.5% |
| 3M | +17.0% | +5.3% | +11.7% | +9.6% |
| 6M | -8.7% | +12.9% | -21.6% | -21.5% |
| YTD | -16.4% | +18.5% | -34.9% | -32.4% |
| 1Y | -1.8% | +25.3% | -27.0% | -25.9% |
| 3Y | +175.8% | +68.2% | +107.6% | +48.2% |
| All | +626.9% | +68.3% | +558.6% | +298.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling