+639.5%
CEG vs FLUT
-32.4%
+671.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.2% |
| 7D | +8.0% | -1.6% | +9.7% | +8.3% |
| 30D | +12.9% | +7.7% | +5.2% | +11.4% |
| 3M | +13.2% | -0.7% | +13.9% | +12.4% |
| 6M | -7.0% | -11.2% | +4.2% | -6.1% |
| YTD | -15.0% | -53.4% | +38.4% | -3.1% |
| 1Y | -2.7% | -65.8% | +63.0% | +17.0% |
| 3Y | +184.1% | -44.9% | +229.0% | +221.4% |
| All | +639.5% | -32.4% | +671.8% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling