-2.7%
CEG vs FIX
+128.3%
-131.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.1% |
| 7D | +8.0% | +6.0% | +2.0% | +5.6% |
| 30D | +12.9% | -7.2% | +20.2% | +15.9% |
| 3M | +13.2% | -15.9% | +29.0% | +19.3% |
| 6M | -7.0% | +12.7% | -19.7% | -15.0% |
| YTD | -15.0% | +72.8% | -87.8% | -39.2% |
| 1Y | -2.7% | +122.9% | -125.6% | -39.5% |
| All | -2.7% | +128.3% | -131.0% | -39.5% |
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