+639.5%
CEG vs VGT
+135.6%
+503.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.6% |
| 7D | +8.0% | +1.0% | +7.0% | +7.1% |
| 30D | +12.9% | +1.3% | +11.6% | +11.7% |
| 3M | +13.2% | -1.1% | +14.3% | +13.3% |
| 6M | -7.0% | +32.6% | -39.6% | -27.5% |
| YTD | -15.0% | +29.0% | -44.0% | -32.1% |
| 1Y | -2.7% | +39.7% | -42.4% | -26.7% |
| 3Y | +184.1% | +120.9% | +63.1% | +62.2% |
| All | +639.5% | +135.6% | +503.9% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling