-16.1%
CEG vs FTI
+54.7%
-70.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.2% |
| 7D | +12.1% | +4.3% | +7.8% | +11.1% |
| 30D | +0.2% | -4.7% | +4.9% | +0.9% |
| 3M | +0.7% | -13.5% | +14.2% | +3.2% |
| 6M | +2.2% | -8.7% | +11.0% | +3.8% |
| YTD | -20.3% | +49.0% | -69.3% | -23.4% |
| 1Y | -16.1% | +54.0% | -70.1% | -20.7% |
| All | -16.1% | +54.7% | -70.7% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling