+562.3%
CEG vs NTAP
+109.4%
+452.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.7% | -7.8% | +9.4% | +4.8% |
| 30D | -10.2% | -25.8% | +15.6% | +0.4% |
| 3M | -0.8% | -11.2% | +10.4% | +3.1% |
| 6M | -11.5% | +49.9% | -61.5% | -28.7% |
| YTD | -23.9% | +66.9% | -90.7% | -42.4% |
| 1Y | -25.4% | +58.8% | -84.2% | -42.2% |
| 3Y | +124.2% | +140.8% | -16.7% | +49.1% |
| All | +562.3% | +109.4% | +452.9% | +319.2% |
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