+187.4%
CEG vs FFIV
+136.9%
+50.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | -1.0% | +9.0% | +8.3% |
| 30D | +12.9% | -5.1% | +18.0% | +14.8% |
| 3M | +13.2% | -4.5% | +17.6% | +14.1% |
| 6M | -7.0% | +36.5% | -43.5% | -21.3% |
| YTD | -15.0% | +53.0% | -68.0% | -33.2% |
| 1Y | -2.7% | +24.2% | -26.9% | -14.4% |
| All | +187.4% | +136.9% | +50.5% | +95.3% |
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