+626.9%
CEG vs NTAP
+119.3%
+507.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | +1.3% | +2.2% | -0.9% | +0.5% |
| 30D | +8.8% | -7.0% | +15.9% | +11.7% |
| 3M | +17.0% | +12.3% | +4.7% | +10.5% |
| 6M | -8.7% | +85.1% | -93.8% | -33.5% |
| YTD | -16.4% | +74.8% | -91.2% | -37.6% |
| 1Y | -1.8% | +52.7% | -54.4% | -21.5% |
| 3Y | +175.8% | +147.7% | +28.1% | +82.3% |
| All | +626.9% | +119.3% | +507.6% | +354.1% |
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