+222.7%
CEG vs NVDL
+2,476.2%
-2,253.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | -10.3% | +5.6% | -2.5% |
| 30D | +2.3% | -7.1% | +9.5% | +3.5% |
| 3M | +15.6% | +6.6% | +9.0% | +12.2% |
| 6M | -5.0% | +21.1% | -26.1% | -12.3% |
| YTD | -19.0% | +15.2% | -34.3% | -25.0% |
| 1Y | -10.0% | +18.8% | -28.7% | -17.9% |
| 3Y | +163.9% | +649.9% | -486.0% | +81.2% |
| All | +222.7% | +2,476.2% | -2,253.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling