+13.8%
VRT vs CEG
-33.0%
+46.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.7% | -6.2% | -9.1% |
| 7D | -15.4% | -4.8% | -10.6% | -12.6% |
| 30D | -19.0% | -8.2% | -10.8% | -15.1% |
| 3M | -23.8% | -7.9% | -15.9% | -20.1% |
| 6M | -37.9% | -23.2% | -14.6% | -28.5% |
| YTD | +27.0% | -30.1% | +57.1% | +50.4% |
| 1Y | +13.8% | -31.9% | +45.7% | +38.3% |
| All | +13.8% | -33.0% | +46.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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