+95.9%
CEG vs FE
+44.7%
+51.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -9.4% | +0.6% | -10.0% | -9.5% |
| 30D | -20.2% | +6.4% | -26.6% | -20.8% |
| 3M | -9.5% | -0.5% | -9.0% | -9.6% |
| 6M | -25.0% | +4.7% | -29.7% | -25.3% |
| YTD | -31.9% | +8.4% | -40.2% | -32.0% |
| 1Y | -33.7% | +7.2% | -40.9% | -33.7% |
| All | +95.9% | +44.7% | +51.1% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling