+639.5%
CEG vs FITB
+31.0%
+608.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +12.9% | -4.7% | +17.7% | +14.3% |
| 3M | +13.2% | +6.7% | +6.5% | +10.9% |
| 6M | -7.0% | +12.6% | -19.5% | -10.3% |
| YTD | -15.0% | +19.1% | -34.1% | -19.7% |
| 1Y | -2.7% | +22.6% | -25.4% | -9.1% |
| 3Y | +184.1% | +127.1% | +56.9% | +120.9% |
| All | +639.5% | +31.0% | +608.4% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling