-1.8%
CEG vs FLR
+33.3%
-35.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -0.5% |
| 7D | +1.3% | -3.1% | +4.5% | +2.5% |
| 30D | +8.8% | +4.9% | +3.9% | +6.6% |
| 3M | +17.0% | +10.8% | +6.2% | +10.8% |
| 6M | -8.7% | +19.7% | -28.4% | -17.7% |
| YTD | -16.4% | +38.4% | -54.8% | -32.3% |
| 1Y | -1.8% | +34.7% | -36.4% | -19.6% |
| All | -1.8% | +33.3% | -35.1% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling