-31.9%
CEG vs FIX
+14.3%
-46.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -15.1% | +8.4% | -1.1% |
| 7D | -4.8% | -18.9% | +14.1% | +2.4% |
| 30D | -8.2% | -36.3% | +28.1% | +8.1% |
| 3M | -7.9% | -38.5% | +30.6% | +9.4% |
| 6M | -23.2% | -42.3% | +19.0% | -7.9% |
| YTD | -30.1% | +17.1% | -47.2% | -43.4% |
| 1Y | -31.9% | +14.4% | -46.3% | -43.9% |
| All | -31.9% | +14.3% | -46.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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