+593.0%
CEG vs NI
+92.0%
+501.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +12.1% | +4.3% | +7.8% | +9.1% |
| 30D | +0.2% | +12.4% | -12.1% | -7.4% |
| 3M | +0.7% | +10.2% | -9.5% | -5.6% |
| 6M | +2.2% | -0.8% | +3.1% | +2.4% |
| YTD | -20.3% | +13.2% | -33.6% | -26.7% |
| 1Y | -16.1% | +10.1% | -26.1% | -21.4% |
| 3Y | +134.7% | +103.1% | +31.6% | +50.8% |
| All | +593.0% | +92.0% | +501.1% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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