+598.5%
CEG vs FDX
+72.3%
+526.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +17.8% | +0.8% | +17.0% | +17.7% |
| 30D | -4.5% | +9.9% | -14.4% | -5.6% |
| 3M | +1.5% | -1.9% | +3.4% | +1.6% |
| 6M | -3.5% | +6.1% | -9.6% | -4.4% |
| YTD | -19.7% | +38.8% | -58.5% | -23.6% |
| 1Y | -19.8% | +50.0% | -69.8% | -24.5% |
| 3Y | +136.4% | +71.0% | +65.4% | +107.6% |
| All | +598.5% | +72.3% | +526.2% | +519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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