+136.5%
CEG vs FDX
+71.8%
+64.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +17.8% | +0.8% | +17.0% | +17.8% |
| 30D | -4.5% | +9.9% | -14.4% | -4.8% |
| 3M | +1.5% | -1.9% | +3.4% | +1.6% |
| 6M | -3.5% | +6.1% | -9.6% | -3.7% |
| YTD | -19.7% | +38.8% | -58.5% | -20.7% |
| 1Y | -19.8% | +50.0% | -69.8% | -20.9% |
| All | +136.5% | +71.8% | +64.7% | +109.1% |
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