-16.1%
CEG vs FN
-25.5%
+9.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | +1.1% |
| 7D | +12.1% | +0.3% | +11.8% | +11.9% |
| 30D | +0.2% | -16.5% | +16.8% | +3.7% |
| 3M | +0.7% | -42.1% | +42.8% | +12.3% |
| 6M | +2.2% | -52.9% | +55.1% | +18.5% |
| YTD | -20.3% | -28.0% | +7.6% | -24.2% |
| 1Y | -16.1% | -18.5% | +2.4% | -26.1% |
| All | -16.1% | -25.5% | +9.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling