-27.3%
CEG vs VG
-51.4%
+24.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | -22.0% | +17.3% | -1.7% |
| 30D | -16.6% | -11.6% | -4.9% | -15.3% |
| 3M | -4.1% | -14.9% | +10.7% | -2.6% |
| 6M | -22.3% | -3.5% | -18.8% | -23.5% |
| YTD | -28.9% | +70.0% | -98.9% | -41.1% |
| 1Y | -28.5% | +50.0% | -78.4% | -39.1% |
| All | -27.3% | -51.4% | +24.0% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling