+626.9%
CEG vs VEU
+59.1%
+567.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.0% |
| 30D | +8.8% | +0.7% | +8.2% | +8.2% |
| 3M | +17.0% | +4.7% | +12.3% | +11.8% |
| 6M | -8.7% | +11.6% | -20.4% | -18.1% |
| YTD | -16.4% | +16.8% | -33.2% | -28.4% |
| 1Y | -1.8% | +24.9% | -26.6% | -20.9% |
| 3Y | +175.8% | +75.7% | +100.1% | +65.0% |
| All | +626.9% | +59.1% | +567.9% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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