+562.3%
CEG vs FTI
+846.9%
-284.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +1.7% | -3.3% | +4.9% | +2.9% |
| 30D | -10.2% | -7.2% | -3.0% | -7.9% |
| 3M | -0.8% | -12.9% | +12.0% | +3.8% |
| 6M | -11.5% | -7.9% | -3.7% | -9.8% |
| YTD | -23.9% | +45.2% | -69.0% | -34.5% |
| 1Y | -25.4% | +48.1% | -73.5% | -36.5% |
| 3Y | +124.2% | +205.0% | -80.8% | +46.4% |
| All | +562.3% | +846.9% | -284.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling