-31.9%
CEG vs AG
+29.4%
-61.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.1% | -15.9% | -8.2% |
| 7D | -4.8% | -2.6% | -2.2% | -4.5% |
| 30D | -8.2% | -12.1% | +3.9% | -6.3% |
| 3M | -7.9% | -6.6% | -1.3% | -7.2% |
| 6M | -23.2% | -20.5% | -2.8% | -21.3% |
| YTD | -30.1% | -7.4% | -22.7% | -33.1% |
| 1Y | -31.9% | +33.4% | -65.3% | -40.8% |
| All | -31.9% | +29.4% | -61.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling