-2.7%
CEG vs NOC
-10.0%
+7.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +4.8% |
| 7D | +8.0% | -5.2% | +13.2% | +8.0% |
| 30D | +12.9% | -7.2% | +20.1% | +12.9% |
| 3M | +13.2% | -5.1% | +18.3% | +13.2% |
| 6M | -7.0% | -31.1% | +24.1% | -6.3% |
| YTD | -15.0% | -8.6% | -6.4% | -16.5% |
| 1Y | -2.7% | -9.7% | +7.0% | -1.6% |
| All | -2.7% | -10.0% | +7.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling