+136.5%
CEG vs FGI
+12.3%
+124.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.2% | -3.4% | +2.9% |
| 7D | +17.8% | +13.5% | +4.3% | +18.0% |
| 30D | -4.5% | +17.1% | -21.6% | -4.4% |
| 3M | +1.5% | +78.0% | -76.5% | +2.9% |
| 6M | -3.5% | +46.4% | -50.0% | -2.3% |
| YTD | -19.7% | +47.7% | -67.4% | -18.0% |
| 1Y | -19.8% | +56.8% | -76.6% | -17.5% |
| All | +136.5% | +12.3% | +124.3% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling