+639.5%
CEG vs NTAP
+120.3%
+519.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | -0.8% | +8.8% | +8.3% |
| 30D | +12.9% | -0.5% | +13.5% | +12.7% |
| 3M | +13.2% | +4.1% | +9.1% | +10.2% |
| 6M | -7.0% | +88.0% | -94.9% | -32.7% |
| YTD | -15.0% | +75.6% | -90.6% | -36.7% |
| 1Y | -2.7% | +58.9% | -61.6% | -23.9% |
| 3Y | +184.1% | +153.6% | +30.5% | +86.0% |
| All | +639.5% | +120.3% | +519.1% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling