+582.9%
CEG vs VUG
+75.9%
+507.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.8% | +7.7% | +8.0% |
| 7D | +7.3% | +0.5% | +6.8% | +6.8% |
| 30D | -7.4% | -8.2% | +0.8% | -0.1% |
| 3M | +2.5% | -5.4% | +7.9% | +7.8% |
| 6M | -8.8% | -2.5% | -6.2% | -6.9% |
| YTD | -21.5% | +4.2% | -25.7% | -24.6% |
| 1Y | -22.5% | +5.0% | -27.6% | -25.9% |
| 3Y | +133.3% | +81.7% | +51.6% | +54.5% |
| All | +582.9% | +75.9% | +507.0% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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