-31.9%
CEG vs FICO
-57.1%
+25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.9% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -8.2% | +1.7% | -9.8% | -8.0% |
| 3M | -7.9% | -33.0% | +25.1% | -10.0% |
| 6M | -23.2% | -33.9% | +10.6% | -25.8% |
| YTD | -30.1% | -58.5% | +28.4% | -27.7% |
| 1Y | -31.9% | -56.4% | +24.5% | -28.6% |
| All | -31.9% | -57.1% | +25.3% | -28.6% |
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