-25.4%
CEG vs VG
+35.0%
-60.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.0% |
| 7D | +1.7% | -7.7% | +9.3% | +1.4% |
| 30D | -10.2% | -8.8% | -1.4% | -10.3% |
| 3M | -0.8% | -15.6% | +14.8% | -1.3% |
| 6M | -11.5% | +5.2% | -16.8% | -10.6% |
| YTD | -23.9% | +76.9% | -100.8% | -22.9% |
| 1Y | -25.4% | +42.5% | -67.9% | -21.4% |
| All | -25.4% | +35.0% | -60.4% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling