-2.7%
CEG vs AG
+125.2%
-127.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.8% | +5.2% |
| 7D | +8.0% | +1.0% | +7.0% | +7.8% |
| 30D | +12.9% | +19.2% | -6.2% | +9.3% |
| 3M | +13.2% | +6.2% | +7.0% | +10.9% |
| 6M | -7.0% | -26.7% | +19.7% | -4.6% |
| YTD | -15.0% | +26.1% | -41.1% | -22.9% |
| 1Y | -2.7% | +131.7% | -134.4% | -24.2% |
| All | -2.7% | +125.2% | -127.9% | -24.2% |
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