+604.3%
CEG vs NRG
+218.0%
+386.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.5% |
| 7D | -4.8% | -4.7% | -0.1% | -1.8% |
| 30D | +2.3% | -6.0% | +8.3% | +6.1% |
| 3M | +15.6% | -8.0% | +23.5% | +19.1% |
| 6M | -5.0% | -23.2% | +18.1% | +10.1% |
| YTD | -19.0% | -28.1% | +9.0% | -2.1% |
| 1Y | -10.0% | -27.3% | +17.3% | +8.4% |
| 3Y | +163.9% | +208.7% | -44.7% | +50.5% |
| All | +604.3% | +218.0% | +386.3% | +290.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling