-79.1%
FIG vs CEG
-13.9%
-65.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.2% | -4.5% |
| 7D | -16.3% | +8.0% | -24.3% | -16.6% |
| 30D | -14.3% | +12.9% | -27.3% | -14.8% |
| 3M | +7.2% | +13.2% | -6.0% | +6.4% |
| 6M | -18.6% | -7.0% | -11.6% | -16.6% |
| YTD | -35.5% | -15.0% | -20.5% | -32.8% |
| 1Y | -55.8% | -2.7% | -53.1% | -48.7% |
| All | -79.1% | -13.9% | -65.2% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling