+626.9%
CEG vs FLR
+144.6%
+482.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -0.6% |
| 7D | +1.3% | -3.1% | +4.5% | +2.4% |
| 30D | +8.8% | +4.9% | +3.9% | +6.8% |
| 3M | +17.0% | +10.8% | +6.2% | +11.4% |
| 6M | -8.7% | +19.7% | -28.4% | -16.3% |
| YTD | -16.4% | +38.4% | -54.8% | -27.8% |
| 1Y | -1.8% | +34.7% | -36.4% | -14.1% |
| 3Y | +175.8% | +56.7% | +119.1% | +127.1% |
| All | +626.9% | +144.6% | +482.4% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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