+165.1%
CEG vs NRG
+198.7%
-33.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +2.9% | -6.8% | +9.7% | +7.8% |
| 3M | +18.2% | -7.1% | +25.3% | +20.9% |
| 6M | -9.5% | -27.6% | +18.0% | +11.5% |
| YTD | -18.7% | -29.2% | +10.5% | +1.6% |
| 1Y | -10.1% | -29.9% | +19.8% | +13.2% |
| All | +165.1% | +198.7% | -33.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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