+639.5%
CEG vs VIG
+59.5%
+579.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.4% |
| 7D | +8.0% | -0.4% | +8.5% | +8.6% |
| 30D | +12.9% | -1.0% | +13.9% | +14.2% |
| 3M | +13.2% | +2.8% | +10.4% | +9.2% |
| 6M | -7.0% | +8.2% | -15.2% | -15.8% |
| YTD | -15.0% | +11.0% | -26.0% | -25.5% |
| 1Y | -2.7% | +16.1% | -18.9% | -19.1% |
| 3Y | +184.1% | +56.2% | +127.9% | +71.2% |
| All | +639.5% | +59.5% | +579.9% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling