+104.3%
CEG vs FGI
+1.5%
+102.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | -4.7% | -7.0% | +2.2% | -4.8% |
| 30D | -16.6% | -4.2% | -12.3% | -16.6% |
| 3M | -4.1% | +55.6% | -59.7% | -2.9% |
| 6M | -22.3% | -3.2% | -19.2% | -21.8% |
| YTD | -28.9% | +29.1% | -58.1% | -27.5% |
| 1Y | -28.5% | +51.0% | -79.4% | -26.3% |
| 3Y | +104.3% | +1.5% | +102.8% | +123.7% |
| All | +104.3% | +1.5% | +102.8% | +123.7% |
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 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