+518.2%
CEG vs FIX
+1,003.6%
-485.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +1.7% |
| 7D | -4.7% | -17.5% | +12.7% | +3.5% |
| 30D | -16.6% | -41.6% | +25.0% | +6.3% |
| 3M | -4.1% | -40.6% | +36.5% | +20.3% |
| 6M | -22.3% | -49.4% | +27.0% | +3.5% |
| YTD | -28.9% | +9.2% | -38.1% | -37.9% |
| 1Y | -28.5% | +6.5% | -34.9% | -36.7% |
| 3Y | +104.3% | +448.7% | -344.4% | -16.1% |
| All | +518.2% | +1,003.6% | -485.4% | +85.5% |
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