+95.9%
CEG vs FIX
+420.3%
-324.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.1% | +3.4% |
| 7D | -9.4% | -27.2% | +17.8% | +5.4% |
| 30D | -20.2% | -46.9% | +26.7% | +8.8% |
| 3M | -9.5% | -44.4% | +35.0% | +19.7% |
| 6M | -25.0% | -50.9% | +25.9% | +3.7% |
| YTD | -31.9% | +3.5% | -35.4% | -40.9% |
| 1Y | -33.7% | -2.1% | -31.5% | -40.6% |
| All | +95.9% | +420.3% | -324.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling