+111.2%
CEG vs FTI
+208.3%
-97.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.0% |
| 7D | -4.7% | -7.6% | +2.9% | -1.4% |
| 30D | -16.6% | -7.1% | -9.4% | -14.1% |
| 3M | -4.1% | -8.7% | +4.6% | -0.8% |
| 6M | -22.3% | -14.0% | -8.3% | -18.1% |
| YTD | -28.9% | +42.8% | -71.8% | -41.8% |
| 1Y | -28.5% | +50.4% | -78.8% | -43.2% |
| All | +111.2% | +208.3% | -97.0% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling