-22.2%
CEG vs VG
-49.4%
+27.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | +1.7% | -7.7% | +9.3% | +2.8% |
| 30D | -10.2% | -8.8% | -1.4% | -9.2% |
| 3M | -0.8% | -15.6% | +14.8% | +1.0% |
| 6M | -11.5% | +5.2% | -16.8% | -14.0% |
| YTD | -23.9% | +76.9% | -100.8% | -37.2% |
| 1Y | -25.4% | +42.5% | -67.9% | -35.2% |
| All | -22.2% | -49.4% | +27.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling