+639.7%
CEG vs FITB
+30.2%
+609.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +6.7% | +2.8% | +3.9% | +5.9% |
| 30D | +11.0% | -4.5% | +15.5% | +12.3% |
| 3M | +19.5% | +5.7% | +13.8% | +17.4% |
| 6M | -5.9% | +17.1% | -23.0% | -10.2% |
| YTD | -15.0% | +18.3% | -33.3% | -19.6% |
| 1Y | +0.6% | +23.9% | -23.3% | -6.3% |
| 3Y | +180.6% | +131.1% | +49.5% | +117.2% |
| All | +639.7% | +30.2% | +609.5% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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