+639.5%
CEG vs FIS
-58.8%
+698.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +8.0% | +1.1% | +6.9% | +7.9% |
| 30D | +12.9% | -2.2% | +15.2% | +13.2% |
| 3M | +13.2% | +2.1% | +11.0% | +12.4% |
| 6M | -7.0% | -14.7% | +7.7% | -5.1% |
| YTD | -15.0% | -35.7% | +20.7% | -9.1% |
| 1Y | -2.7% | -37.1% | +34.3% | +4.2% |
| 3Y | +184.1% | -20.0% | +204.1% | +184.7% |
| All | +639.5% | -58.8% | +698.2% | +790.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling