+492.8%
CEG vs FN
+157.1%
+335.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.8% | +1.6% |
| 7D | -9.4% | -16.0% | +6.6% | -5.4% |
| 30D | -20.2% | -40.1% | +19.9% | -8.7% |
| 3M | -9.5% | -43.9% | +34.4% | +4.4% |
| 6M | -25.0% | -55.6% | +30.7% | -9.8% |
| YTD | -31.9% | -35.7% | +3.8% | -28.9% |
| 1Y | -33.7% | -39.8% | +6.2% | -29.6% |
| 3Y | +108.7% | +80.3% | +28.4% | +62.1% |
| All | +492.8% | +157.1% | +335.7% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling