-2.7%
CEG vs FDS
-17.4%
+14.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +4.1% |
| 7D | +8.0% | -1.9% | +9.9% | +7.6% |
| 30D | +12.9% | +9.0% | +3.9% | +15.3% |
| 3M | +13.2% | +18.9% | -5.7% | +18.8% |
| 6M | -7.0% | +35.1% | -42.1% | +1.3% |
| YTD | -15.0% | +5.5% | -20.5% | -14.4% |
| 1Y | -2.7% | -16.8% | +14.1% | -1.8% |
| All | -2.7% | -17.4% | +14.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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