-22.3%
CEG vs FLEX
-41.8%
+19.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +3.0% |
| 7D | -4.7% | -19.3% | +14.6% | +0.7% |
| 30D | -16.6% | -41.5% | +25.0% | -4.6% |
| 3M | -4.1% | -43.1% | +39.0% | +9.9% |
| 6M | -22.3% | -48.2% | +25.9% | -12.4% |
| All | -22.3% | -41.8% | +19.5% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling