+604.3%
CEG vs NTRS
+64.4%
+539.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -4.8% | +1.4% | -6.1% | -5.2% |
| 30D | +2.3% | -0.7% | +3.0% | +2.5% |
| 3M | +15.6% | +11.3% | +4.3% | +10.9% |
| 6M | -5.0% | +35.5% | -40.5% | -15.8% |
| YTD | -19.0% | +40.6% | -59.6% | -29.5% |
| 1Y | -10.0% | +49.2% | -59.2% | -23.5% |
| 3Y | +163.9% | +167.2% | -3.3% | +79.5% |
| All | +604.3% | +64.4% | +539.9% | +408.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling