-28.5%
CEG vs FLEX
+6.1%
-34.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +3.2% |
| 7D | -4.7% | -19.3% | +14.6% | -0.1% |
| 30D | -16.6% | -41.5% | +25.0% | -6.6% |
| 3M | -4.1% | -43.1% | +39.0% | +7.8% |
| 6M | -22.3% | -48.2% | +25.9% | -12.1% |
| YTD | -28.9% | +15.5% | -44.4% | -39.1% |
| 1Y | -28.5% | +10.2% | -38.7% | -37.8% |
| All | -28.5% | +6.1% | -34.5% | -37.8% |
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