+0.6%
CEG vs FDS
-20.8%
+21.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.0% |
| 7D | +6.7% | -5.4% | +12.1% | +5.4% |
| 30D | +11.0% | +1.6% | +9.4% | +11.5% |
| 3M | +19.5% | +17.7% | +1.7% | +25.2% |
| 6M | -5.9% | +29.1% | -34.9% | +1.4% |
| YTD | -15.0% | +1.0% | -15.9% | -15.2% |
| 1Y | +0.6% | -21.6% | +22.3% | +2.4% |
| All | +0.6% | -20.8% | +21.5% | +2.4% |
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