-51.0%
CEGX vs VT
+22.9%
-73.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.2% | +2.6% | +18.6% | +14.1% |
| 7D | +13.3% | +0.4% | +12.9% | +11.5% |
| 30D | -17.1% | -2.6% | -14.5% | -10.7% |
| 3M | -4.0% | -3.2% | -0.7% | +6.5% |
| 6M | -29.4% | +0.9% | -30.3% | -29.8% |
| YTD | -54.0% | +11.3% | -65.3% | -64.2% |
| 1Y | -57.2% | +14.0% | -71.2% | -68.7% |
| All | -51.0% | +22.9% | -73.9% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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