+626.9%
CEG vs NTR
+24.1%
+602.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +8.8% | +21.7% | -12.9% | +5.2% |
| 3M | +17.0% | +22.8% | -5.8% | +12.6% |
| 6M | -8.7% | +8.2% | -16.9% | -10.4% |
| YTD | -16.4% | +32.9% | -49.4% | -21.4% |
| 1Y | -1.8% | +45.3% | -47.1% | -9.5% |
| 3Y | +175.8% | +41.7% | +134.1% | +152.7% |
| All | +626.9% | +24.1% | +602.9% | +600.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling