+607.3%
CEG vs FISV
-54.0%
+661.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +0.3% | -7.2% | +7.5% | +1.3% |
| 30D | +2.9% | -7.2% | +10.1% | +3.8% |
| 3M | +18.2% | -8.2% | +26.4% | +19.0% |
| 6M | -9.5% | -17.7% | +8.2% | -7.6% |
| YTD | -18.7% | -27.2% | +8.5% | -15.4% |
| 1Y | -10.1% | -63.0% | +52.8% | +1.9% |
| 3Y | +168.3% | -59.8% | +228.1% | +170.2% |
| All | +607.3% | -54.0% | +661.3% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling