+639.7%
CEG vs NOC
+38.9%
+600.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +6.7% | -2.7% | +9.4% | +6.9% |
| 30D | +11.0% | -8.9% | +19.8% | +11.7% |
| 3M | +19.5% | -3.7% | +23.2% | +19.7% |
| 6M | -5.9% | -30.8% | +24.9% | -3.1% |
| YTD | -15.0% | -7.9% | -7.0% | -14.9% |
| 1Y | +0.6% | -9.4% | +10.1% | +0.9% |
| 3Y | +180.6% | +29.0% | +151.7% | +162.4% |
| All | +639.7% | +38.9% | +600.7% | +603.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling