+172.4%
CEG vs VWO
+64.3%
+108.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | +1.3% | +0.2% | +1.2% | +1.2% |
| 30D | +8.8% | +0.9% | +8.0% | +7.9% |
| 3M | +17.0% | +4.3% | +12.7% | +12.0% |
| 6M | -8.7% | +10.5% | -19.3% | -17.7% |
| YTD | -16.4% | +13.4% | -29.8% | -26.6% |
| 1Y | -1.8% | +18.6% | -20.3% | -17.4% |
| All | +172.4% | +64.3% | +108.1% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling