+607.3%
CEG vs AGI
+442.4%
+164.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.9% |
| 7D | +0.3% | -5.4% | +5.7% | +1.6% |
| 30D | +2.9% | +6.6% | -3.7% | +1.1% |
| 3M | +18.2% | +8.2% | +10.0% | +15.1% |
| 6M | -9.5% | -29.3% | +19.8% | -3.2% |
| YTD | -18.7% | -7.4% | -11.3% | -19.5% |
| 1Y | -10.1% | +7.9% | -18.1% | -15.0% |
| 3Y | +168.3% | +206.2% | -37.9% | +94.0% |
| All | +607.3% | +442.4% | +164.9% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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