-2.7%
CEG vs CAG
-13.1%
+10.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.8% |
| 7D | +8.0% | -3.8% | +11.8% | +7.6% |
| 30D | +12.9% | +3.1% | +9.8% | +13.4% |
| 3M | +13.2% | +23.5% | -10.3% | +17.2% |
| 6M | -7.0% | -14.8% | +7.9% | -8.3% |
| YTD | -15.0% | -5.4% | -9.6% | -15.7% |
| 1Y | -2.7% | -11.8% | +9.1% | -4.3% |
| All | -2.7% | -13.1% | +10.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling