+172.4%
CEG vs FISV
-60.0%
+232.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.5% |
| 7D | +1.3% | -6.4% | +7.7% | +1.6% |
| 30D | +8.8% | -6.8% | +15.7% | +9.2% |
| 3M | +17.0% | -10.0% | +26.9% | +17.4% |
| 6M | -8.7% | -20.6% | +11.9% | -7.7% |
| YTD | -16.4% | -27.6% | +11.1% | -15.1% |
| 1Y | -1.8% | -64.3% | +62.6% | +3.8% |
| All | +172.4% | -60.0% | +232.5% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling