+639.5%
CEG vs FTV
+5.6%
+633.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.3% |
| 7D | +8.0% | -4.5% | +12.5% | +10.2% |
| 30D | +12.9% | -7.1% | +20.0% | +16.7% |
| 3M | +13.2% | -7.2% | +20.3% | +16.4% |
| 6M | -7.0% | -1.5% | -5.5% | -7.5% |
| YTD | -15.0% | +3.5% | -18.5% | -18.7% |
| 1Y | -2.7% | +20.3% | -23.1% | -15.6% |
| 3Y | +184.1% | -3.1% | +187.2% | +177.6% |
| All | +639.5% | +5.6% | +633.8% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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