+224.1%
CEG vs NVDL
+2,480.8%
-2,256.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.7% |
| 7D | +0.3% | -8.7% | +9.0% | +2.3% |
| 30D | +2.9% | -1.3% | +4.2% | +2.6% |
| 3M | +18.2% | +11.4% | +6.8% | +13.6% |
| 6M | -9.5% | +22.9% | -32.4% | -16.8% |
| YTD | -18.7% | +15.4% | -34.1% | -24.7% |
| 1Y | -10.1% | +18.8% | -28.9% | -18.1% |
| 3Y | +168.3% | +641.4% | -473.0% | +84.3% |
| All | +224.1% | +2,480.8% | -2,256.7% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling