+187.4%
CEG vs FDX
+63.5%
+123.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +4.9% |
| 7D | +8.0% | -2.5% | +10.6% | +8.2% |
| 30D | +12.9% | +3.8% | +9.1% | +12.7% |
| 3M | +13.2% | -1.3% | +14.5% | +13.2% |
| 6M | -7.0% | +5.0% | -12.0% | -7.3% |
| YTD | -15.0% | +39.6% | -54.6% | -16.6% |
| 1Y | -2.7% | +81.1% | -83.9% | -5.9% |
| All | +187.4% | +63.5% | +123.8% | +151.0% |
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