+593.1%
CEG vs FDS
-18.7%
+611.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +12.1% | +1.5% | +10.6% | +12.0% |
| 30D | +0.2% | +14.8% | -14.6% | -0.8% |
| 3M | +0.7% | +16.3% | -15.6% | -0.5% |
| 6M | +2.2% | +66.2% | -64.0% | -4.9% |
| YTD | -20.3% | +16.2% | -36.6% | -19.8% |
| 1Y | -16.1% | +21.8% | -37.9% | -17.3% |
| 3Y | +134.7% | -23.9% | +158.6% | +172.3% |
| All | +593.1% | -18.7% | +611.8% | +664.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling