+238.9%
CEG vs NVDL
+2,657.6%
-2,418.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | +6.7% | +7.3% | -0.6% | +5.0% |
| 30D | +11.0% | -0.7% | +11.7% | +10.5% |
| 3M | +19.5% | +9.5% | +10.0% | +15.3% |
| 6M | -5.9% | +41.6% | -47.5% | -16.2% |
| YTD | -15.0% | +23.3% | -38.3% | -22.4% |
| 1Y | +0.6% | +40.3% | -39.7% | -11.5% |
| 3Y | +180.6% | +692.2% | -511.6% | +90.0% |
| All | +238.9% | +2,657.6% | -2,418.7% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling