+639.7%
CEG vs VSH
+58.8%
+580.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +6.7% | +6.2% | +0.5% | +5.0% |
| 30D | +11.0% | -11.1% | +22.1% | +14.3% |
| 3M | +19.5% | -44.9% | +64.4% | +38.1% |
| 6M | -5.9% | +90.0% | -95.8% | -27.7% |
| YTD | -15.0% | +118.8% | -133.8% | -38.4% |
| 1Y | +0.6% | +109.0% | -108.3% | -26.3% |
| 3Y | +180.6% | +35.6% | +145.0% | +122.6% |
| All | +639.7% | +58.8% | +580.9% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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