+165.1%
CEG vs VYM
+64.0%
+101.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | +0.3% | -1.9% | +2.2% | +3.0% |
| 30D | +2.9% | -2.6% | +5.5% | +6.7% |
| 3M | +18.2% | +3.6% | +14.6% | +12.2% |
| 6M | -9.5% | +8.7% | -18.2% | -19.6% |
| YTD | -18.7% | +14.1% | -32.8% | -32.7% |
| 1Y | -10.1% | +17.8% | -28.0% | -28.9% |
| All | +165.1% | +64.0% | +101.1% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling