+130.1%
CEG vs FICO
-27.0%
+157.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.6% |
| 7D | +11.8% | +4.0% | +7.8% | +11.4% |
| 30D | -6.5% | -1.5% | -5.0% | -6.6% |
| 3M | -1.2% | -29.8% | +28.6% | +1.3% |
| 6M | -8.0% | -33.3% | +25.2% | -6.7% |
| YTD | -21.9% | -56.9% | +35.0% | -12.7% |
| 1Y | -21.4% | -59.5% | +38.0% | -10.9% |
| All | +130.1% | -27.0% | +157.1% | +95.7% |
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