-28.5%
CEG vs FICO
-58.2%
+29.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -4.7% | -0.9% | -3.8% | -4.8% |
| 30D | -16.6% | +3.3% | -19.9% | -16.3% |
| 3M | -4.1% | -31.7% | +27.6% | -6.1% |
| 6M | -22.3% | -34.0% | +11.6% | -24.9% |
| YTD | -28.9% | -58.3% | +29.4% | -25.3% |
| 1Y | -28.5% | -57.9% | +29.5% | -24.2% |
| All | -28.5% | -58.2% | +29.7% | -24.2% |
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