+607.3%
CEG vs NSC
+29.0%
+578.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +2.9% | -3.4% | +6.3% | +4.1% |
| 3M | +18.2% | +5.1% | +13.1% | +15.6% |
| 6M | -9.5% | +9.2% | -18.7% | -13.2% |
| YTD | -18.7% | +13.4% | -32.1% | -23.4% |
| 1Y | -10.1% | +20.8% | -30.9% | -17.8% |
| 3Y | +168.3% | +76.1% | +92.3% | +96.6% |
| All | +607.3% | +29.0% | +578.4% | +517.7% |
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 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