+562.3%
CEG vs FE
+37.0%
+525.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -10.2% | +4.3% | -14.5% | -11.6% |
| 3M | -0.8% | +0.4% | -1.2% | -1.1% |
| 6M | -11.5% | +6.9% | -18.5% | -13.7% |
| YTD | -23.9% | +8.0% | -31.9% | -26.0% |
| 1Y | -25.4% | +4.8% | -30.2% | -26.8% |
| 3Y | +124.2% | +49.0% | +75.2% | +83.3% |
| All | +562.3% | +37.0% | +525.3% | +483.3% |
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