+172.4%
CEG vs NVDL
+662.3%
-489.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +1.3% | -0.8% | +2.2% | +1.5% |
| 30D | +8.8% | +3.4% | +5.4% | +7.2% |
| 3M | +17.0% | +8.1% | +8.9% | +12.6% |
| 6M | -8.7% | +31.9% | -40.6% | -18.7% |
| YTD | -16.4% | +21.1% | -37.5% | -24.5% |
| 1Y | -1.8% | +34.0% | -35.8% | -14.6% |
| All | +172.4% | +662.3% | -489.9% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling