+593.1%
CEG vs VGT
+116.2%
+476.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.6% |
| 7D | +12.1% | +2.5% | +9.6% | +10.1% |
| 30D | +0.2% | -9.5% | +9.7% | +8.4% |
| 3M | +0.7% | -9.5% | +10.2% | +9.0% |
| 6M | +2.2% | -1.8% | +4.0% | +2.6% |
| YTD | -20.3% | +18.4% | -38.7% | -31.8% |
| 1Y | -16.1% | +18.7% | -34.8% | -28.2% |
| 3Y | +134.7% | +103.8% | +30.9% | +43.3% |
| All | +593.1% | +116.2% | +476.8% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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