-10.0%
CEG vs FISV
-61.2%
+51.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.9% |
| 30D | +2.3% | 0.0% | +2.3% | +2.4% |
| 3M | +15.6% | -2.8% | +18.4% | +15.6% |
| 6M | -5.0% | -11.8% | +6.8% | -5.2% |
| YTD | -19.0% | -23.2% | +4.2% | -20.0% |
| 1Y | -10.0% | -62.0% | +52.0% | -17.8% |
| All | -10.0% | -61.2% | +51.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling