-2.7%
CEG vs FICO
-39.1%
+36.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -16.7% | +21.6% | +4.3% |
| 7D | +8.0% | -19.2% | +27.2% | +7.4% |
| 30D | +12.9% | -14.6% | +27.5% | +12.3% |
| 3M | +13.2% | -20.1% | +33.3% | +12.0% |
| 6M | -7.0% | -36.3% | +29.3% | -6.0% |
| YTD | -15.0% | -44.9% | +29.9% | -12.9% |
| 1Y | -2.7% | -38.6% | +35.9% | -2.0% |
| All | -2.7% | -39.1% | +36.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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