-7.6%
CEG vs FITB
+11.6%
-19.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.5% | +8.0% | +9.8% |
| 7D | +7.3% | -1.1% | +8.4% | +7.5% |
| 30D | -7.4% | +7.3% | -14.7% | -9.2% |
| 3M | +2.5% | -4.0% | +6.4% | +3.8% |
| All | -7.6% | +11.6% | -19.2% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling