+104.3%
CEG vs FFIV
+102.2%
+2.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -4.7% | -8.1% | +3.4% | -2.0% |
| 30D | -16.6% | -33.4% | +16.8% | -5.1% |
| 3M | -4.1% | -24.7% | +20.6% | +3.8% |
| 6M | -22.3% | -8.8% | -13.5% | -23.4% |
| YTD | -28.9% | +21.8% | -50.7% | -40.8% |
| 1Y | -28.5% | +25.3% | -53.7% | -41.4% |
| 3Y | +104.3% | +101.2% | +3.1% | +41.2% |
| All | +104.3% | +102.2% | +2.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling