+639.5%
CEG vs VSXY
+37.7%
+601.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.6% |
| 7D | +8.0% | -14.0% | +22.0% | +9.8% |
| 30D | +12.9% | -15.9% | +28.9% | +15.0% |
| 3M | +13.2% | +3.4% | +9.8% | +12.3% |
| 6M | -7.0% | +25.9% | -32.9% | -11.2% |
| YTD | -15.0% | +39.5% | -54.5% | -20.1% |
| 1Y | -2.7% | +194.4% | -197.1% | -17.2% |
| 3Y | +184.1% | +281.4% | -97.4% | +122.3% |
| All | +639.5% | +37.7% | +601.8% | +555.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling