+593.1%
CEG vs AGG
+0.4%
+592.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +12.1% | -1.5% | +13.6% | +12.9% |
| 30D | +0.2% | +0.6% | -0.4% | -0.2% |
| 3M | +0.7% | -1.6% | +2.3% | +1.5% |
| 6M | +2.2% | -1.6% | +3.9% | +3.1% |
| YTD | -20.3% | -1.5% | -18.8% | -19.6% |
| 1Y | -16.1% | -1.1% | -15.0% | -15.4% |
| 3Y | +134.7% | +13.6% | +121.0% | +117.8% |
| All | +593.1% | +0.4% | +592.7% | +612.4% |
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