-31.9%
CEG vs NVD
-27.4%
-4.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -5.4% |
| 7D | -4.8% | +15.0% | -19.8% | -1.9% |
| 30D | -8.2% | +39.3% | -47.5% | -1.4% |
| 3M | -7.9% | +3.1% | -11.0% | -5.3% |
| 6M | -23.2% | -19.0% | -4.2% | -24.1% |
| YTD | -30.1% | -35.5% | +5.4% | -32.8% |
| 1Y | -31.9% | -30.2% | -1.7% | -31.7% |
| All | -31.9% | -27.4% | -4.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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