+639.5%
CEG vs FDS
-26.2%
+665.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.2% |
| 7D | +8.0% | -1.9% | +9.9% | +8.2% |
| 30D | +12.9% | +9.0% | +3.9% | +11.9% |
| 3M | +13.2% | +18.9% | -5.7% | +10.9% |
| 6M | -7.0% | +35.1% | -42.1% | -11.5% |
| YTD | -15.0% | +5.5% | -20.5% | -14.0% |
| 1Y | -2.7% | -16.8% | +14.1% | +6.7% |
| 3Y | +184.1% | -28.1% | +212.1% | +224.6% |
| All | +639.5% | -26.2% | +665.7% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling