+639.5%
CEG vs NOC
+38.0%
+601.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.1% |
| 7D | +8.0% | -5.2% | +13.2% | +8.4% |
| 30D | +12.9% | -7.2% | +20.1% | +13.5% |
| 3M | +13.2% | -5.1% | +18.3% | +13.5% |
| 6M | -7.0% | -31.1% | +24.1% | -4.2% |
| YTD | -15.0% | -8.6% | -6.4% | -14.9% |
| 1Y | -2.7% | -9.7% | +7.0% | -2.5% |
| 3Y | +184.1% | +24.3% | +159.8% | +168.2% |
| All | +639.5% | +38.0% | +601.5% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling