+604.3%
CEG vs AGG
+0.6%
+603.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -4.8% | -1.1% | -3.7% | -4.2% |
| 30D | +2.3% | -1.1% | +3.5% | +3.0% |
| 3M | +15.6% | -1.9% | +17.5% | +16.8% |
| 6M | -5.0% | -1.7% | -3.3% | -4.1% |
| YTD | -19.0% | -1.3% | -17.7% | -18.3% |
| 1Y | -10.0% | -0.7% | -9.2% | -9.3% |
| 3Y | +163.9% | +12.5% | +151.5% | +146.9% |
| All | +604.3% | +0.6% | +603.7% | +623.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling