+639.7%
CEG vs FTI
+1,046.6%
-406.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +11.0% | +12.3% | -1.4% | +6.5% |
| 3M | +19.5% | +13.8% | +5.7% | +13.6% |
| 6M | -5.9% | +24.3% | -30.1% | -13.9% |
| YTD | -15.0% | +75.8% | -90.7% | -31.5% |
| 1Y | +0.6% | +99.6% | -99.0% | -23.2% |
| 3Y | +180.6% | +278.4% | -97.8% | +70.2% |
| All | +639.7% | +1,046.6% | -406.9% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling