+604.3%
CEG vs NTR
+20.6%
+583.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +2.3% | +16.8% | -14.4% | -0.4% |
| 3M | +15.6% | +20.7% | -5.2% | +11.6% |
| 6M | -5.0% | +0.5% | -5.5% | -5.4% |
| YTD | -19.0% | +29.2% | -48.2% | -23.4% |
| 1Y | -10.0% | +39.6% | -49.5% | -16.5% |
| 3Y | +163.9% | +37.9% | +126.1% | +143.0% |
| All | +604.3% | +20.6% | +583.7% | +582.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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