-31.9%
CEG vs FE
+6.1%
-38.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -4.8% | +1.7% | -6.5% | -5.5% |
| 30D | -8.2% | +8.1% | -16.3% | -11.4% |
| 3M | -7.9% | -1.3% | -6.6% | -7.9% |
| 6M | -23.2% | +2.9% | -26.1% | -24.9% |
| YTD | -30.1% | +8.6% | -38.7% | -31.9% |
| 1Y | -31.9% | +6.3% | -38.2% | -32.5% |
| All | -31.9% | +6.1% | -38.0% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling