-1.8%
CEG vs NOC
-9.7%
+8.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.3% |
| 30D | +8.8% | -10.4% | +19.2% | +9.0% |
| 3M | +17.0% | -5.6% | +22.6% | +17.1% |
| 6M | -8.7% | -30.4% | +21.7% | -8.0% |
| YTD | -16.4% | -8.5% | -8.0% | -17.9% |
| 1Y | -1.8% | -8.3% | +6.6% | +0.7% |
| All | -1.8% | -9.7% | +8.0% | +0.7% |
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