+180.8%
CEG vs FLUT
-41.5%
+222.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | +8.0% | -1.6% | +9.7% | +8.4% |
| 30D | +12.9% | +7.7% | +5.2% | +10.7% |
| 3M | +13.2% | -0.7% | +13.9% | +11.9% |
| 6M | -7.0% | -11.2% | +4.2% | -5.6% |
| YTD | -15.0% | -53.4% | +38.4% | +6.7% |
| 1Y | -2.7% | -65.8% | +63.0% | +35.0% |
| All | +180.8% | -41.5% | +222.3% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling