+95.9%
CEG vs FICO
-24.0%
+119.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -9.4% | -0.3% | -9.2% | -9.4% |
| 30D | -20.2% | +1.7% | -21.9% | -20.6% |
| 3M | -9.5% | -35.2% | +25.7% | -6.4% |
| 6M | -25.0% | -33.7% | +8.7% | -24.1% |
| YTD | -31.9% | -58.2% | +26.3% | -23.8% |
| 1Y | -33.7% | -56.6% | +22.9% | -26.6% |
| All | +95.9% | -24.0% | +119.8% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling