+639.5%
CEG vs BND
+1.6%
+637.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.1% | +8.2% | +8.1% |
| 30D | +12.9% | -0.4% | +13.3% | +13.1% |
| 3M | +13.2% | -0.6% | +13.8% | +13.6% |
| 6M | -7.0% | -1.4% | -5.5% | -6.4% |
| YTD | -15.0% | -0.2% | -14.8% | -14.8% |
| 1Y | -2.7% | +1.3% | -4.0% | -2.9% |
| 3Y | +184.1% | +13.2% | +170.9% | +164.9% |
| All | +639.5% | +1.6% | +637.9% | +661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling