+579.5%
CEG vs CAG
-45.5%
+625.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.3% |
| 7D | +11.8% | -1.8% | +13.6% | +11.6% |
| 30D | -6.5% | +9.7% | -16.2% | -5.2% |
| 3M | -1.2% | +0.5% | -1.6% | -0.6% |
| 6M | -8.0% | +8.9% | -17.0% | -6.3% |
| YTD | -21.9% | -8.4% | -13.5% | -21.9% |
| 1Y | -21.4% | -8.3% | -13.1% | -21.5% |
| 3Y | +130.0% | -36.1% | +166.1% | +116.1% |
| All | +579.5% | -45.5% | +625.1% | +535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling