+639.7%
CEG vs FISV
-52.1%
+691.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +0.6% |
| 7D | +6.7% | -1.6% | +8.3% | +6.9% |
| 30D | +11.0% | -3.0% | +13.9% | +11.3% |
| 3M | +19.5% | -3.5% | +23.0% | +19.5% |
| 6M | -5.9% | -19.4% | +13.5% | -3.4% |
| YTD | -15.0% | -24.3% | +9.3% | -12.0% |
| 1Y | +0.6% | -62.4% | +63.0% | +14.3% |
| 3Y | +180.6% | -58.2% | +238.8% | +181.2% |
| All | +639.7% | -52.1% | +691.8% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling