+626.9%
CEG vs VSXY
+38.0%
+589.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.3% |
| 7D | +1.3% | -10.7% | +12.1% | +2.6% |
| 30D | +8.8% | -24.3% | +33.1% | +12.2% |
| 3M | +17.0% | +1.0% | +16.0% | +16.4% |
| 6M | -8.7% | +57.4% | -66.1% | -14.9% |
| YTD | -16.4% | +39.8% | -56.2% | -21.4% |
| 1Y | -1.8% | +196.5% | -198.2% | -16.5% |
| 3Y | +175.8% | +357.2% | -181.5% | +110.4% |
| All | +626.9% | +38.0% | +589.0% | +543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling