+518.2%
CEG vs IAG
+627.1%
-108.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.2% | -2.9% | +3.1% |
| 7D | -4.7% | +21.4% | -26.2% | -8.1% |
| 30D | -16.6% | +4.0% | -20.6% | -17.4% |
| 3M | -4.1% | +17.0% | -21.2% | -7.3% |
| 6M | -22.3% | +1.4% | -23.7% | -23.4% |
| YTD | -28.9% | +13.8% | -42.7% | -32.2% |
| 1Y | -28.5% | +55.8% | -84.3% | -35.4% |
| 3Y | +104.3% | +647.4% | -543.1% | +45.4% |
| All | +518.2% | +627.1% | -108.9% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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