+593.1%
CEG vs AG
+27.5%
+565.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.3% |
| 7D | +12.1% | -10.0% | +22.1% | +14.3% |
| 30D | +0.2% | -10.5% | +10.7% | +2.1% |
| 3M | +0.7% | -27.3% | +28.0% | +6.3% |
| 6M | +2.2% | -43.0% | +45.2% | +11.9% |
| YTD | -20.3% | -17.9% | -2.4% | -20.9% |
| 1Y | -16.1% | +11.9% | -28.0% | -21.9% |
| 3Y | +134.7% | +201.8% | -67.1% | +71.6% |
| All | +593.1% | +27.5% | +565.5% | +453.4% |
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