-19.8%
CEG vs FIX
+17.5%
-37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.9% |
| 7D | +17.8% | +16.9% | +0.9% | +11.2% |
| 30D | -4.5% | -30.6% | +26.1% | +8.3% |
| 3M | +1.5% | -35.1% | +36.6% | +17.7% |
| 6M | -3.5% | -44.0% | +40.5% | +17.0% |
| YTD | -19.7% | +21.0% | -40.8% | -36.0% |
| 1Y | -19.8% | +16.2% | -35.9% | -34.2% |
| All | -19.8% | +17.5% | -37.3% | -34.2% |
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