+626.9%
CEG vs CAG
-45.1%
+672.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.8% |
| 7D | +1.3% | -6.6% | +7.9% | +0.6% |
| 30D | +8.8% | +2.3% | +6.5% | +9.2% |
| 3M | +17.0% | +16.3% | +0.7% | +19.5% |
| 6M | -8.7% | -16.0% | +7.3% | -10.1% |
| YTD | -16.4% | -7.7% | -8.7% | -16.8% |
| 1Y | -1.8% | -16.0% | +14.3% | -3.1% |
| 3Y | +175.8% | -37.7% | +213.5% | +160.7% |
| All | +626.9% | -45.1% | +672.1% | +577.4% |
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