+579.5%
CEG vs NTAP
+117.9%
+461.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.4% | +1.0% |
| 7D | +11.8% | -2.4% | +14.2% | +12.7% |
| 30D | -6.5% | -23.4% | +16.9% | +3.2% |
| 3M | -1.2% | -7.5% | +6.4% | +1.1% |
| 6M | -8.0% | +56.4% | -64.4% | -27.1% |
| YTD | -21.9% | +73.6% | -95.5% | -41.8% |
| 1Y | -21.4% | +68.4% | -89.8% | -40.6% |
| 3Y | +130.0% | +150.6% | -20.6% | +50.6% |
| All | +579.5% | +117.9% | +461.6% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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