-7.0%
CEG vs FN
-28.3%
+21.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.7% | +4.4% |
| 7D | +8.0% | -1.7% | +9.7% | +8.3% |
| 30D | +12.9% | -22.0% | +34.9% | +16.6% |
| 3M | +13.2% | -43.0% | +56.2% | +22.9% |
| 6M | -7.0% | -27.7% | +20.8% | -5.6% |
| All | -7.0% | -28.3% | +21.4% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling