+639.5%
CEG vs AGG
+1.7%
+637.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | +12.9% | -0.4% | +13.3% | +13.2% |
| 3M | +13.2% | -0.7% | +13.8% | +13.6% |
| 6M | -7.0% | -1.5% | -5.5% | -6.3% |
| YTD | -15.0% | -0.3% | -14.7% | -14.7% |
| 1Y | -2.7% | +1.3% | -4.0% | -2.9% |
| 3Y | +184.1% | +13.2% | +170.8% | +165.0% |
| All | +639.5% | +1.7% | +637.8% | +655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling