+607.3%
CEG vs AGG
+0.7%
+606.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +0.3% | -0.9% | +1.3% | +0.8% |
| 30D | +2.9% | -1.0% | +3.9% | +3.4% |
| 3M | +18.2% | -1.3% | +19.5% | +19.0% |
| 6M | -9.5% | -2.1% | -7.5% | -8.5% |
| YTD | -18.7% | -1.2% | -17.5% | -18.0% |
| 1Y | -10.1% | -0.5% | -9.6% | -9.6% |
| 3Y | +168.3% | +12.4% | +155.9% | +151.1% |
| All | +607.3% | +0.7% | +606.7% | +626.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling