+579.5%
CEG vs FE
+37.1%
+542.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +11.8% | -0.4% | +12.2% | +12.0% |
| 30D | -6.5% | +3.6% | -10.1% | -7.8% |
| 3M | -1.2% | +0.3% | -1.5% | -1.4% |
| 6M | -8.0% | +6.4% | -14.5% | -10.1% |
| YTD | -21.9% | +8.1% | -30.0% | -24.1% |
| 1Y | -21.4% | +4.6% | -26.0% | -22.9% |
| 3Y | +130.0% | +49.1% | +80.9% | +88.0% |
| All | +579.5% | +37.1% | +542.4% | +498.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling