+604.3%
CEG vs VWO
+37.6%
+566.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.0% |
| 7D | -4.8% | -1.8% | -3.0% | -3.3% |
| 30D | +2.3% | -0.1% | +2.4% | +2.5% |
| 3M | +15.6% | +2.2% | +13.4% | +13.5% |
| 6M | -5.0% | +8.8% | -13.8% | -11.2% |
| YTD | -19.0% | +12.4% | -31.4% | -26.3% |
| 1Y | -10.0% | +15.6% | -25.5% | -19.6% |
| 3Y | +163.9% | +62.5% | +101.4% | +84.9% |
| All | +604.3% | +37.6% | +566.7% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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