+130.1%
CEG vs FFIV
+102.3%
+27.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.3% |
| 7D | +11.8% | -2.9% | +14.8% | +13.0% |
| 30D | -6.5% | -32.4% | +25.9% | +5.9% |
| 3M | -1.2% | -22.7% | +21.6% | +6.2% |
| 6M | -8.0% | -10.7% | +2.6% | -8.0% |
| YTD | -21.9% | +25.4% | -47.3% | -35.6% |
| 1Y | -21.4% | +34.2% | -55.6% | -37.8% |
| All | +130.1% | +102.3% | +27.8% | +52.8% |
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