-2.7%
CEG vs NSC
+20.4%
-23.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.9% |
| 7D | +8.0% | -5.5% | +13.5% | +7.5% |
| 30D | +12.9% | -3.2% | +16.1% | +12.6% |
| 3M | +13.2% | +7.7% | +5.5% | +13.7% |
| 6M | -7.0% | +4.5% | -11.5% | -6.6% |
| YTD | -15.0% | +15.6% | -30.6% | -13.1% |
| 1Y | -2.7% | +19.8% | -22.6% | +0.7% |
| All | -2.7% | +20.4% | -23.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling