-2.7%
CEG vs NVT
+73.8%
-76.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.8% |
| 7D | +8.0% | +5.1% | +2.9% | +5.8% |
| 30D | +12.9% | -3.7% | +16.6% | +14.4% |
| 3M | +13.2% | -10.1% | +23.3% | +17.3% |
| 6M | -7.0% | +37.5% | -44.4% | -24.2% |
| YTD | -15.0% | +53.7% | -68.7% | -36.9% |
| 1Y | -2.7% | +70.9% | -73.6% | -35.3% |
| All | -2.7% | +73.8% | -76.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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