-31.9%
CEG vs FLUT
-63.1%
+31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.7% |
| 7D | -4.8% | +4.2% | -8.9% | -4.8% |
| 30D | -8.2% | +8.0% | -16.2% | -8.3% |
| 3M | -7.9% | -22.1% | +14.2% | -7.6% |
| 6M | -23.2% | -21.7% | -1.5% | -22.5% |
| YTD | -30.1% | -62.0% | +31.8% | -14.0% |
| 1Y | -31.9% | -63.2% | +31.3% | -15.7% |
| All | -31.9% | -63.1% | +31.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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