+579.5%
CEG vs FN
+223.8%
+355.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.9% |
| 7D | +11.8% | +8.0% | +3.8% | +9.0% |
| 30D | -6.5% | -19.1% | +12.6% | -1.7% |
| 3M | -1.2% | -29.8% | +28.7% | +7.0% |
| 6M | -8.0% | -43.2% | +35.1% | +3.0% |
| YTD | -21.9% | -18.9% | -2.9% | -23.7% |
| 1Y | -21.4% | -17.9% | -3.6% | -23.8% |
| 3Y | +130.0% | +120.1% | +9.9% | +68.1% |
| All | +579.5% | +223.8% | +355.7% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling