-21.4%
CEG vs FITB
+30.5%
-52.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +11.8% | -0.6% | +12.4% | +11.8% |
| 30D | -6.5% | +7.0% | -13.6% | -6.9% |
| 3M | -1.2% | -4.8% | +3.6% | -1.0% |
| 6M | -8.0% | +13.5% | -21.6% | -9.6% |
| YTD | -21.9% | +19.1% | -41.0% | -24.3% |
| 1Y | -21.4% | +30.8% | -52.2% | -24.5% |
| All | -21.4% | +30.5% | -52.0% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling