+104.3%
CEG vs AG
+219.8%
-115.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.9% |
| 7D | -4.7% | +6.3% | -11.0% | -6.1% |
| 30D | -16.6% | -8.9% | -7.6% | -15.2% |
| 3M | -4.1% | -12.2% | +8.1% | -2.2% |
| 6M | -22.3% | -28.3% | +6.0% | -18.3% |
| YTD | -28.9% | -8.8% | -20.1% | -31.3% |
| 1Y | -28.5% | +39.4% | -67.8% | -37.5% |
| 3Y | +104.3% | +229.4% | -125.1% | +38.7% |
| All | +104.3% | +219.8% | -115.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling