+134.7%
CEG vs NSC
+77.7%
+56.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +12.1% | +2.5% | +9.6% | +11.6% |
| 30D | +0.2% | +1.7% | -1.5% | -0.2% |
| 3M | +0.7% | -2.6% | +3.3% | +1.1% |
| 6M | +2.2% | +6.4% | -4.2% | +0.3% |
| YTD | -20.3% | +15.5% | -35.8% | -23.7% |
| 1Y | -16.1% | +17.6% | -33.7% | -20.1% |
| 3Y | +134.7% | +75.0% | +59.7% | +108.9% |
| All | +134.7% | +77.7% | +56.9% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling