+104.3%
CEG vs FIS
-39.8%
+144.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.4% |
| 7D | -4.7% | -25.5% | +20.7% | -3.0% |
| 30D | -16.6% | -15.1% | -1.5% | -15.4% |
| 3M | -4.1% | -32.1% | +28.0% | -2.0% |
| 6M | -22.3% | -36.1% | +13.7% | -20.2% |
| YTD | -28.9% | -55.4% | +26.5% | -24.4% |
| 1Y | -28.5% | -53.9% | +25.4% | -24.2% |
| 3Y | +104.3% | -39.8% | +144.0% | +91.8% |
| All | +104.3% | -39.8% | +144.1% | +91.8% |
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