-19.8%
CEG vs FGI
+51.2%
-71.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.2% | -3.4% | +2.8% |
| 7D | +17.8% | +13.5% | +4.3% | +17.8% |
| 30D | -4.5% | +17.1% | -21.6% | -4.6% |
| 3M | +1.5% | +78.0% | -76.5% | +1.2% |
| 6M | -3.5% | +46.4% | -50.0% | -3.8% |
| YTD | -19.7% | +47.7% | -67.4% | -20.6% |
| 1Y | -19.8% | +56.8% | -76.6% | -18.7% |
| All | -19.8% | +51.2% | -71.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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