+518.2%
CEG vs NTAP
+101.3%
+416.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -4.7% | -15.1% | +10.3% | +1.2% |
| 30D | -16.6% | -28.1% | +11.5% | -5.7% |
| 3M | -4.1% | -11.4% | +7.3% | -0.5% |
| 6M | -22.3% | +52.2% | -74.5% | -38.3% |
| YTD | -28.9% | +60.4% | -89.4% | -45.5% |
| 1Y | -28.5% | +51.0% | -79.5% | -43.4% |
| 3Y | +104.3% | +135.6% | -31.3% | +36.9% |
| All | +518.2% | +101.3% | +416.9% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling