+180.8%
CEG vs FTI
+295.6%
-114.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | +5.3% | +2.8% | +5.8% |
| 30D | +12.9% | +15.3% | -2.4% | +6.4% |
| 3M | +13.2% | +15.8% | -2.6% | +5.8% |
| 6M | -7.0% | +22.6% | -29.6% | -16.1% |
| YTD | -15.0% | +79.5% | -94.5% | -35.8% |
| 1Y | -2.7% | +102.0% | -104.7% | -31.3% |
| All | +180.8% | +295.6% | -114.8% | +49.0% |
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 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