+604.3%
CEG vs FLNC
-58.9%
+663.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.3% |
| 30D | +2.3% | -24.8% | +27.1% | +5.8% |
| 3M | +15.6% | -59.1% | +74.7% | +27.8% |
| 6M | -5.0% | -42.0% | +37.0% | -3.8% |
| YTD | -19.0% | -49.8% | +30.8% | -17.9% |
| 1Y | -10.0% | +43.1% | -53.0% | -22.6% |
| 3Y | +163.9% | -61.0% | +224.9% | +141.7% |
| All | +604.3% | -58.9% | +663.2% | +358.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling