+134.7%
CEG vs FIS
-38.7%
+173.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.0% |
| 7D | +12.1% | +2.8% | +9.3% | +11.9% |
| 30D | +0.2% | -16.7% | +17.0% | +1.6% |
| 3M | +0.7% | -32.3% | +33.0% | +2.7% |
| 6M | +2.2% | -29.1% | +31.3% | +4.0% |
| YTD | -20.3% | -54.1% | +33.8% | -15.7% |
| 1Y | -16.1% | -53.7% | +37.6% | -11.2% |
| 3Y | +134.7% | -38.8% | +173.5% | +125.1% |
| All | +134.7% | -38.7% | +173.4% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling