+639.5%
CEG vs NDAQ
+68.0%
+571.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.7% | +5.6% |
| 7D | +8.0% | -2.4% | +10.5% | +9.0% |
| 30D | +12.9% | +2.5% | +10.5% | +11.6% |
| 3M | +13.2% | +9.9% | +3.2% | +7.9% |
| 6M | -7.0% | +9.4% | -16.4% | -11.7% |
| YTD | -15.0% | +0.4% | -15.4% | -16.3% |
| 1Y | -2.7% | +4.0% | -6.8% | -6.2% |
| 3Y | +184.1% | +94.4% | +89.7% | +98.9% |
| All | +639.5% | +68.0% | +571.5% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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