-31.9%
CEG vs FIS
-50.5%
+18.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -23.7% | +17.0% | -6.5% |
| 7D | -4.8% | -18.4% | +13.6% | -3.9% |
| 30D | -8.2% | -11.4% | +3.2% | -6.6% |
| 3M | -7.9% | -32.0% | +24.1% | -8.7% |
| 6M | -23.2% | -35.6% | +12.4% | -23.1% |
| YTD | -30.1% | -53.8% | +23.7% | -32.7% |
| 1Y | -31.9% | -51.1% | +19.2% | -33.0% |
| All | -31.9% | -50.5% | +18.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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