-19.7%
CEG vs FRMI
-89.6%
+69.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +26.7% | -27.5% | -3.9% |
| 7D | +12.1% | +66.2% | -54.1% | +4.8% |
| 30D | +0.2% | -17.4% | +17.6% | +1.0% |
| 3M | +0.7% | -60.5% | +61.2% | +9.5% |
| 6M | +2.2% | -56.5% | +58.7% | +8.2% |
| YTD | -20.3% | -67.4% | +47.0% | -14.6% |
| 1Y | -16.1% | -85.1% | +69.0% | -2.4% |
| All | -19.7% | -89.6% | +69.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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