-31.9%
CEG vs NTRS
+43.5%
-75.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.9% | -7.3% |
| 7D | -4.8% | +3.6% | -8.3% | -5.5% |
| 30D | -8.2% | +4.3% | -12.5% | -9.0% |
| 3M | -7.9% | -1.9% | -6.0% | -7.5% |
| 6M | -23.2% | +11.4% | -34.7% | -24.8% |
| YTD | -30.1% | +32.3% | -62.4% | -37.4% |
| 1Y | -31.9% | +42.5% | -74.4% | -41.7% |
| All | -31.9% | +43.5% | -75.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling