+720.5%
VRT vs CEG
+583.3%
+137.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +1.0% |
| 7D | -21.4% | -4.7% | -16.6% | -18.6% |
| 30D | -25.8% | -16.6% | -9.2% | -17.2% |
| 3M | -33.5% | -4.1% | -29.4% | -31.9% |
| 6M | -49.0% | -22.3% | -26.7% | -41.5% |
| YTD | +12.9% | -28.9% | +41.9% | +33.9% |
| 1Y | 0.0% | -28.5% | +28.5% | +18.2% |
| 3Y | +361.8% | +104.3% | +257.5% | +240.3% |
| All | +720.5% | +583.3% | +137.2% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling