-83.7%
FIG vs CEG
-28.0%
-55.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +2.0% |
| 7D | -13.1% | -4.7% | -8.4% | -13.2% |
| 30D | -13.0% | -16.6% | +3.6% | -12.9% |
| 3M | -21.5% | -4.1% | -17.4% | -22.0% |
| 6M | -2.5% | -22.3% | +19.8% | -0.3% |
| YTD | -49.7% | -28.9% | -20.7% | -47.6% |
| 1Y | -59.1% | -28.5% | -30.6% | -57.4% |
| All | -83.7% | -28.0% | -55.7% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling