+104.3%
CEG vs FLUT
-52.0%
+156.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | -4.7% | -1.1% | -3.7% | -4.6% |
| 30D | -16.6% | +7.7% | -24.3% | -18.4% |
| 3M | -4.1% | -12.2% | +8.0% | -2.0% |
| 6M | -22.3% | -17.6% | -4.8% | -20.7% |
| YTD | -28.9% | -62.0% | +33.1% | -5.3% |
| 1Y | -28.5% | -62.3% | +33.8% | -4.8% |
| 3Y | +104.3% | -52.0% | +156.2% | +170.4% |
| All | +104.3% | -52.0% | +156.2% | +170.4% |
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