+518.2%
CEG vs FDS
-19.9%
+538.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.5% |
| 7D | -4.7% | -0.5% | -4.2% | -4.8% |
| 30D | -16.6% | +20.2% | -36.8% | -17.7% |
| 3M | -4.1% | +19.9% | -24.0% | -5.6% |
| 6M | -22.3% | +56.2% | -78.5% | -27.1% |
| YTD | -28.9% | +14.6% | -43.5% | -28.4% |
| 1Y | -28.5% | +31.6% | -60.1% | -31.8% |
| 3Y | +104.3% | -23.8% | +128.1% | +135.3% |
| All | +518.2% | -19.9% | +538.1% | +582.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling