+626.9%
CEG vs NTRS
+60.5%
+566.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.3% | +0.9% | +0.5% | +1.0% |
| 30D | +8.8% | -1.2% | +10.1% | +9.2% |
| 3M | +17.0% | +8.8% | +8.2% | +13.2% |
| 6M | -8.7% | +34.7% | -43.4% | -19.0% |
| YTD | -16.4% | +37.2% | -53.7% | -26.6% |
| 1Y | -1.8% | +46.3% | -48.1% | -16.0% |
| 3Y | +175.8% | +163.2% | +12.6% | +88.7% |
| All | +626.9% | +60.5% | +566.5% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling