-31.9%
CEG vs FND
-10.3%
-21.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +10.9% | -17.6% | -7.8% |
| 7D | -4.8% | +12.3% | -17.1% | -6.1% |
| 30D | -8.2% | +14.7% | -22.9% | -9.8% |
| 3M | -7.9% | -12.0% | +4.1% | -5.9% |
| 6M | -23.2% | +10.8% | -34.0% | -25.9% |
| YTD | -30.1% | -12.3% | -17.9% | -30.7% |
| 1Y | -31.9% | -13.4% | -18.5% | -32.1% |
| All | -31.9% | -10.3% | -21.6% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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