-56.3%
FIG vs CEG
-24.4%
-31.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.3% | +3.2% |
| 7D | -12.6% | +7.3% | -19.9% | -12.7% |
| 30D | -13.8% | -7.4% | -6.4% | -13.9% |
| 3M | -16.7% | +2.5% | -19.2% | -17.1% |
| 6M | -6.1% | -8.8% | +2.7% | -4.7% |
| YTD | -48.1% | -21.5% | -26.6% | -44.8% |
| All | -56.3% | -24.4% | -31.9% | -53.4% |
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