+639.7%
CEG vs VYM
+64.3%
+575.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +11.0% | -1.3% | +12.2% | +12.7% |
| 3M | +19.5% | +4.1% | +15.4% | +13.5% |
| 6M | -5.9% | +9.8% | -15.6% | -16.3% |
| YTD | -15.0% | +15.3% | -30.3% | -29.0% |
| 1Y | +0.6% | +20.0% | -19.4% | -20.0% |
| 3Y | +180.6% | +66.2% | +114.4% | +54.1% |
| All | +639.7% | +64.3% | +575.4% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling