+187.4%
CEG vs FN
+158.4%
+29.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.7% | +3.9% |
| 7D | +8.0% | -1.7% | +9.7% | +8.6% |
| 30D | +12.9% | -22.0% | +34.9% | +20.6% |
| 3M | +13.2% | -43.0% | +56.2% | +32.0% |
| 6M | -7.0% | -27.7% | +20.8% | -3.5% |
| YTD | -15.0% | -10.5% | -4.5% | -20.2% |
| 1Y | -2.7% | +12.5% | -15.2% | -17.3% |
| All | +187.4% | +158.4% | +29.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling