+507.8%
CEG vs FN
+199.8%
+308.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.0% | -0.7% | -5.0% |
| 7D | -4.8% | -7.0% | +2.2% | -3.2% |
| 30D | -8.2% | -24.7% | +16.5% | -1.0% |
| 3M | -7.9% | -35.7% | +27.7% | +2.4% |
| 6M | -23.2% | -52.4% | +29.2% | -9.2% |
| YTD | -30.1% | -25.0% | -5.2% | -30.0% |
| 1Y | -31.9% | -25.7% | -6.2% | -31.8% |
| 3Y | +114.0% | +110.2% | +3.8% | +59.6% |
| All | +507.8% | +199.8% | +308.0% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling