+598.5%
CEG vs NSC
+33.5%
+565.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +17.8% | +1.6% | +16.2% | +17.2% |
| 30D | -4.5% | +4.2% | -8.7% | -6.1% |
| 3M | +1.5% | -0.2% | +1.7% | +1.3% |
| 6M | -3.5% | +7.6% | -11.1% | -6.8% |
| YTD | -19.7% | +17.4% | -37.1% | -25.4% |
| 1Y | -19.8% | +18.3% | -38.1% | -25.9% |
| 3Y | +136.4% | +79.8% | +56.6% | +72.3% |
| All | +598.5% | +33.5% | +565.0% | +501.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling