-51.7%
FIG vs CEG
-33.0%
-18.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.9% | +4.9% |
| 7D | -4.7% | -4.8% | +0.1% | -4.9% |
| 30D | +0.5% | -8.2% | +8.7% | +0.1% |
| 3M | -18.4% | -7.9% | -10.5% | -18.9% |
| 6M | +10.9% | -23.2% | +34.1% | +13.2% |
| YTD | -40.8% | -30.1% | -10.6% | -37.8% |
| 1Y | -51.7% | -31.9% | -19.8% | -48.9% |
| All | -51.7% | -33.0% | -18.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling