-16.1%
CEG vs NOC
-0.7%
-15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | +4.8% | +7.3% | +12.1% |
| 30D | +0.2% | +11.0% | -10.8% | +0.7% |
| 3M | +0.7% | -3.8% | +4.5% | +1.1% |
| 6M | +2.2% | +0.6% | +1.6% | +2.9% |
| YTD | -20.3% | -2.3% | -18.0% | -21.9% |
| 1Y | -16.1% | +0.3% | -16.3% | -17.1% |
| All | -16.1% | -0.7% | -15.4% | -17.1% |
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