+626.9%
CEG vs NRG
+223.4%
+403.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | +0.6% |
| 7D | +1.3% | +3.9% | -2.5% | -1.2% |
| 30D | +8.8% | -3.0% | +11.8% | +10.6% |
| 3M | +17.0% | -10.9% | +27.9% | +23.2% |
| 6M | -8.7% | -25.3% | +16.6% | +7.9% |
| YTD | -16.4% | -26.8% | +10.4% | -0.1% |
| 1Y | -1.8% | -23.3% | +21.5% | +14.4% |
| 3Y | +175.8% | +208.6% | -32.8% | +56.5% |
| All | +626.9% | +223.4% | +403.6% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling