+626.9%
CEG vs VUG
+82.4%
+544.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +8.8% | -1.7% | +10.5% | +10.4% |
| 3M | +17.0% | +2.8% | +14.2% | +13.7% |
| 6M | -8.7% | +13.6% | -22.3% | -19.2% |
| YTD | -16.4% | +8.1% | -24.5% | -22.4% |
| 1Y | -1.8% | +13.1% | -14.8% | -11.9% |
| 3Y | +175.8% | +87.0% | +88.8% | +77.3% |
| All | +626.9% | +82.4% | +544.6% | +341.1% |
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