-31.9%
CEG vs AGG
-0.5%
-31.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -7.9% |
| 7D | -4.8% | +0.5% | -5.3% | -6.1% |
| 30D | -8.2% | +2.4% | -10.6% | -14.8% |
| 3M | -7.9% | -1.0% | -6.9% | -4.1% |
| 6M | -23.2% | -0.9% | -22.3% | -20.3% |
| YTD | -30.1% | -0.9% | -29.2% | -27.2% |
| 1Y | -31.9% | -0.5% | -31.4% | -29.5% |
| All | -31.9% | -0.5% | -31.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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