+593.1%
CEG vs FISV
-40.0%
+633.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.2% |
| 7D | +12.1% | +1.4% | +10.7% | +11.9% |
| 30D | +0.2% | +38.4% | -38.2% | -4.0% |
| 3M | +0.7% | +14.9% | -14.2% | -1.2% |
| 6M | +2.2% | +21.8% | -19.5% | -1.2% |
| YTD | -20.3% | -5.0% | -15.3% | -20.0% |
| 1Y | -16.1% | -1.2% | -14.9% | -16.4% |
| 3Y | +134.7% | -47.5% | +182.2% | +128.2% |
| All | +593.1% | -40.0% | +633.0% | +528.7% |
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