+639.7%
CEG vs NTR
+24.0%
+615.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +6.7% | +3.8% | +2.8% | +6.0% |
| 30D | +11.0% | +25.2% | -14.3% | +6.7% |
| 3M | +19.5% | +21.0% | -1.5% | +15.3% |
| 6M | -5.9% | +7.6% | -13.5% | -7.5% |
| YTD | -15.0% | +32.9% | -47.8% | -20.0% |
| 1Y | +0.6% | +43.1% | -42.4% | -7.0% |
| 3Y | +180.6% | +41.6% | +139.0% | +157.2% |
| All | +639.7% | +24.0% | +615.7% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling