+518.2%
CEG vs VT
+58.8%
+459.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.0% |
| 7D | -4.7% | -2.3% | -2.4% | -2.3% |
| 30D | -16.6% | -5.0% | -11.6% | -11.3% |
| 3M | -4.1% | -4.9% | +0.8% | +2.0% |
| 6M | -22.3% | -1.5% | -20.8% | -20.8% |
| YTD | -28.9% | +8.5% | -37.4% | -35.6% |
| 1Y | -28.5% | +11.4% | -39.8% | -37.1% |
| 3Y | +104.3% | +70.1% | +34.2% | +18.9% |
| All | +518.2% | +58.8% | +459.5% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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