+639.7%
CEG vs AG
+93.8%
+545.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | +6.7% | +4.5% | +2.2% | +5.8% |
| 30D | +11.0% | +12.9% | -1.9% | +8.3% |
| 3M | +19.5% | +20.9% | -1.5% | +14.5% |
| 6M | -5.9% | -19.5% | +13.7% | -3.7% |
| YTD | -15.0% | +24.8% | -39.8% | -21.6% |
| 1Y | +0.6% | +120.2% | -119.6% | -18.0% |
| 3Y | +180.6% | +279.0% | -98.4% | +95.4% |
| All | +639.7% | +93.8% | +545.8% | +448.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling