+626.9%
CEG vs VIG
+57.4%
+569.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +1.3% | -1.2% | +2.5% | +2.8% |
| 30D | +8.8% | -2.8% | +11.7% | +12.7% |
| 3M | +17.0% | +2.5% | +14.5% | +13.2% |
| 6M | -8.7% | +8.1% | -16.8% | -17.3% |
| YTD | -16.4% | +9.6% | -26.0% | -25.6% |
| 1Y | -1.8% | +14.2% | -15.9% | -16.6% |
| 3Y | +175.8% | +56.1% | +119.7% | +66.7% |
| All | +626.9% | +57.4% | +569.5% | +328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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