+626.9%
CEG vs BND
+1.3%
+625.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | -0.1% | +1.5% | +1.4% |
| 30D | +8.8% | -0.2% | +9.1% | +9.0% |
| 3M | +17.0% | -0.7% | +17.6% | +17.4% |
| 6M | -8.7% | -1.7% | -7.1% | -8.0% |
| YTD | -16.4% | -0.5% | -15.9% | -16.1% |
| 1Y | -1.8% | +0.4% | -2.1% | -1.6% |
| 3Y | +175.8% | +13.1% | +162.6% | +157.0% |
| All | +626.9% | +1.3% | +625.7% | +649.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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