+518.2%
CEG vs FN
+187.0%
+331.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.7% | -7.4% | +1.0% |
| 7D | -4.7% | 0.0% | -4.7% | -5.3% |
| 30D | -16.6% | -34.3% | +17.7% | -7.0% |
| 3M | -4.1% | -39.9% | +35.7% | +8.3% |
| 6M | -22.3% | -51.8% | +29.5% | -8.8% |
| YTD | -28.9% | -28.1% | -0.8% | -28.2% |
| 1Y | -28.5% | -29.1% | +0.6% | -27.7% |
| 3Y | +104.3% | +102.4% | +1.8% | +53.5% |
| All | +518.2% | +187.0% | +331.2% | +301.4% |
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