-31.9%
CEG vs FLEX
+23.4%
-55.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -12.3% | +5.6% | -3.9% |
| 7D | -4.8% | -17.0% | +12.2% | -0.8% |
| 30D | -8.2% | -33.8% | +25.7% | +0.3% |
| 3M | -7.9% | -39.0% | +31.1% | +2.0% |
| 6M | -23.2% | -15.9% | -7.3% | -23.1% |
| YTD | -30.1% | +27.8% | -58.0% | -41.3% |
| 1Y | -31.9% | +25.0% | -56.9% | -42.8% |
| All | -31.9% | +23.4% | -55.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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