+639.7%
CEG vs FLEX
+762.4%
-122.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.7% |
| 7D | +6.7% | +7.0% | -0.3% | +3.9% |
| 30D | +11.0% | -5.8% | +16.8% | +13.1% |
| 3M | +19.5% | -24.2% | +43.7% | +29.9% |
| 6M | -5.9% | +90.8% | -96.7% | -38.1% |
| YTD | -15.0% | +89.2% | -104.2% | -44.0% |
| 1Y | +0.6% | +104.7% | -104.1% | -37.0% |
| 3Y | +180.6% | +478.1% | -297.5% | +9.2% |
| All | +639.7% | +762.4% | -122.7% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling