+104.3%
CEG vs FDX
+64.2%
+40.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.3% |
| 7D | -4.7% | -1.6% | -3.1% | -4.7% |
| 30D | -16.6% | +6.6% | -23.2% | -16.7% |
| 3M | -4.1% | -2.1% | -2.1% | -4.1% |
| 6M | -22.3% | +2.2% | -24.5% | -22.4% |
| YTD | -28.9% | +33.9% | -62.9% | -29.8% |
| 1Y | -28.5% | +50.2% | -78.7% | -29.6% |
| 3Y | +104.3% | +65.5% | +38.8% | +76.2% |
| All | +104.3% | +64.2% | +40.1% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling