+639.7%
CEG vs FFIV
+73.1%
+566.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +6.7% | -1.5% | +8.2% | +7.3% |
| 30D | +11.0% | -2.7% | +13.6% | +11.8% |
| 3M | +19.5% | -1.7% | +21.1% | +19.1% |
| 6M | -5.9% | +36.1% | -42.0% | -19.5% |
| YTD | -15.0% | +52.6% | -67.6% | -31.8% |
| 1Y | +0.6% | +21.5% | -20.9% | -10.2% |
| 3Y | +180.6% | +142.7% | +37.9% | +87.8% |
| All | +639.7% | +73.1% | +566.6% | +414.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling