+639.7%
CEG vs NSC
+30.8%
+608.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +6.7% | -1.5% | +8.2% | +7.3% |
| 30D | +11.0% | -1.9% | +12.9% | +11.7% |
| 3M | +19.5% | +6.2% | +13.3% | +16.4% |
| 6M | -5.9% | +9.2% | -15.0% | -9.6% |
| YTD | -15.0% | +15.0% | -30.0% | -20.3% |
| 1Y | +0.6% | +21.1% | -20.4% | -8.0% |
| 3Y | +180.6% | +78.6% | +102.0% | +104.6% |
| All | +639.7% | +30.8% | +608.9% | +542.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling