+518.2%
CEG vs CAG
-44.0%
+562.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.0% |
| 7D | -4.7% | +5.8% | -10.5% | -3.9% |
| 30D | -16.6% | +16.4% | -32.9% | -14.7% |
| 3M | -4.1% | +3.8% | -7.9% | -3.2% |
| 6M | -22.3% | +10.8% | -33.1% | -20.6% |
| YTD | -28.9% | -5.8% | -23.1% | -28.7% |
| 1Y | -28.5% | -2.4% | -26.1% | -27.9% |
| 3Y | +104.3% | -33.4% | +137.7% | +91.9% |
| All | +518.2% | -44.0% | +562.3% | +480.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling