+180.5%
CEG vs NSC
+78.7%
+101.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +8.0% | -5.5% | +13.5% | +9.5% |
| 30D | +12.9% | -3.2% | +16.1% | +13.7% |
| 3M | +13.2% | +7.7% | +5.5% | +10.8% |
| 6M | -7.0% | +4.5% | -11.5% | -8.4% |
| YTD | -15.0% | +15.6% | -30.6% | -18.8% |
| 1Y | -2.7% | +19.8% | -22.6% | -8.3% |
| All | +180.5% | +78.7% | +101.8% | +117.7% |
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 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