-30.3%
CEG vs VG
-51.4%
+21.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.9% |
| 7D | -9.4% | -22.0% | +12.6% | -6.5% |
| 30D | -20.2% | -14.7% | -5.5% | -18.7% |
| 3M | -9.5% | -7.1% | -2.4% | -9.1% |
| 6M | -25.0% | -11.2% | -13.8% | -25.2% |
| YTD | -31.9% | +69.8% | -101.7% | -43.5% |
| 1Y | -33.7% | +49.9% | -83.5% | -43.6% |
| All | -30.3% | -51.4% | +21.1% | -12.9% |
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