+604.3%
CEG vs VYM
+63.7%
+540.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -3.8% |
| 30D | +2.3% | -2.2% | +4.6% | +5.3% |
| 3M | +15.6% | +3.1% | +12.5% | +11.1% |
| 6M | -5.0% | +9.7% | -14.7% | -15.5% |
| YTD | -19.0% | +14.9% | -33.9% | -32.1% |
| 1Y | -10.0% | +17.6% | -27.5% | -26.5% |
| 3Y | +163.9% | +65.3% | +98.6% | +45.9% |
| All | +604.3% | +63.7% | +540.7% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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