+492.8%
CEG vs FIX
+946.6%
-453.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.1% | +3.0% |
| 7D | -9.4% | -27.2% | +17.8% | +4.3% |
| 30D | -20.2% | -46.9% | +26.7% | +6.3% |
| 3M | -9.5% | -44.4% | +35.0% | +17.3% |
| 6M | -25.0% | -50.9% | +25.9% | +1.3% |
| YTD | -31.9% | +3.5% | -35.4% | -39.0% |
| 1Y | -33.7% | -2.1% | -31.5% | -38.9% |
| 3Y | +108.7% | +418.7% | -310.1% | -12.0% |
| All | +492.8% | +946.6% | -453.9% | +82.3% |
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