+111.2%
CEG vs NOC
+19.7%
+91.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | -5.8% | +1.1% | -5.3% |
| 30D | -16.6% | +10.9% | -27.5% | -15.5% |
| 3M | -4.1% | -7.1% | +3.0% | -4.5% |
| 6M | -22.3% | -5.3% | -17.0% | -22.4% |
| YTD | -28.9% | -6.8% | -22.1% | -28.8% |
| 1Y | -28.5% | -6.7% | -21.7% | -28.3% |
| All | +111.2% | +19.7% | +91.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling