+582.9%
CEG vs FIX
+1,107.5%
-524.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +9.4% | +1.0% | +6.0% |
| 7D | +7.3% | -7.2% | +14.6% | +10.4% |
| 30D | -7.4% | -35.1% | +27.7% | +12.3% |
| 3M | +2.5% | -34.3% | +36.7% | +22.7% |
| 6M | -8.8% | -42.9% | +34.1% | +14.8% |
| YTD | -21.5% | +19.5% | -41.0% | -34.2% |
| 1Y | -22.5% | +16.8% | -39.3% | -34.4% |
| 3Y | +133.3% | +506.7% | -373.4% | -8.4% |
| All | +582.9% | +1,107.5% | -524.6% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling