+639.5%
CEG vs ITOT
+74.9%
+564.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.2% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | +12.9% | 0.0% | +12.9% | +12.9% |
| 3M | +13.2% | +2.0% | +11.2% | +10.5% |
| 6M | -7.0% | +13.0% | -20.0% | -19.6% |
| YTD | -15.0% | +14.0% | -29.0% | -27.1% |
| 1Y | -2.7% | +19.9% | -22.6% | -20.9% |
| 3Y | +184.1% | +75.8% | +108.2% | +63.5% |
| All | +639.5% | +74.9% | +564.6% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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