-16.1%
CEG vs CAG
-9.3%
-6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.5% |
| 7D | +12.1% | -3.3% | +15.4% | +11.4% |
| 30D | +0.2% | +7.7% | -7.4% | +1.5% |
| 3M | +0.7% | -3.2% | +3.9% | +1.1% |
| 6M | +2.2% | +7.0% | -4.7% | +4.8% |
| YTD | -20.3% | -9.0% | -11.4% | -22.0% |
| 1Y | -16.1% | -9.6% | -6.5% | -18.1% |
| All | -16.1% | -9.3% | -6.8% | -18.1% |
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