+639.5%
CEG vs VSH
+60.5%
+579.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.4% | +3.7% |
| 7D | +8.0% | +4.1% | +4.0% | +6.9% |
| 30D | +12.9% | -4.2% | +17.1% | +13.9% |
| 3M | +13.2% | -50.0% | +63.1% | +34.4% |
| 6M | -7.0% | +80.2% | -87.2% | -27.3% |
| YTD | -15.0% | +121.1% | -136.1% | -38.6% |
| 1Y | -2.7% | +112.0% | -114.7% | -29.1% |
| 3Y | +184.1% | +22.5% | +161.5% | +132.5% |
| All | +639.5% | +60.5% | +579.0% | +413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling