-31.9%
CEG vs FFIV
+33.5%
-65.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.7% |
| 7D | -4.8% | -9.8% | +5.0% | -4.3% |
| 30D | -8.2% | -28.1% | +19.9% | -6.7% |
| 3M | -7.9% | -20.0% | +12.1% | -6.1% |
| 6M | -23.2% | -0.1% | -23.2% | -21.7% |
| YTD | -30.1% | +29.2% | -59.3% | -30.3% |
| 1Y | -31.9% | +36.6% | -68.5% | -30.1% |
| All | -31.9% | +33.5% | -65.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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