-10.0%
CEG vs FLNC
+46.9%
-56.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.4% |
| 30D | +2.3% | -24.8% | +27.1% | +5.4% |
| 3M | +15.6% | -59.1% | +74.7% | +25.9% |
| 6M | -5.0% | -42.0% | +37.0% | -4.2% |
| YTD | -19.0% | -49.8% | +30.8% | -19.4% |
| 1Y | -10.0% | +43.1% | -53.0% | -30.2% |
| All | -10.0% | +46.9% | -56.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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