+639.5%
CEG vs VUG
+84.0%
+555.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.3% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +12.9% | -0.3% | +13.3% | +13.2% |
| 3M | +13.2% | -0.7% | +13.8% | +13.5% |
| 6M | -7.0% | +14.6% | -21.6% | -18.2% |
| YTD | -15.0% | +9.0% | -24.0% | -21.7% |
| 1Y | -2.7% | +14.9% | -17.6% | -14.0% |
| 3Y | +184.1% | +86.0% | +98.0% | +82.7% |
| All | +639.5% | +84.0% | +555.5% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling