+639.7%
CEG vs FLR
+152.5%
+487.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | +11.0% | -0.7% | +11.6% | +10.8% |
| 3M | +19.5% | +14.3% | +5.1% | +12.6% |
| 6M | -5.9% | +25.6% | -31.5% | -15.2% |
| YTD | -15.0% | +42.9% | -57.8% | -27.4% |
| 1Y | +0.6% | +38.7% | -38.1% | -12.9% |
| 3Y | +180.6% | +61.8% | +118.8% | +128.4% |
| All | +639.7% | +152.5% | +487.1% | +458.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling