+639.5%
CEG vs FTI
+1,071.2%
-431.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | +5.3% | +2.8% | +6.1% |
| 30D | +12.9% | +15.3% | -2.4% | +7.4% |
| 3M | +13.2% | +15.8% | -2.6% | +6.9% |
| 6M | -7.0% | +22.6% | -29.6% | -14.4% |
| YTD | -15.0% | +79.5% | -94.5% | -32.0% |
| 1Y | -2.7% | +102.0% | -104.7% | -26.1% |
| 3Y | +184.1% | +315.8% | -131.8% | +67.4% |
| All | +639.5% | +1,071.2% | -431.8% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling