+136.5%
CEG vs FLUT
-45.4%
+181.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.7% |
| 7D | +17.8% | -1.2% | +19.0% | +18.1% |
| 30D | -4.5% | +5.0% | -9.5% | -5.9% |
| 3M | +1.5% | -16.4% | +17.9% | +5.0% |
| 6M | -3.5% | -14.6% | +11.1% | -2.5% |
| YTD | -19.7% | -61.9% | +42.2% | +7.5% |
| 1Y | -19.8% | -65.0% | +45.3% | +10.6% |
| All | +136.5% | -45.4% | +181.9% | +212.7% |
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 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