-31.9%
CEG vs NVT
+3.0%
-34.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -12.7% | +6.0% | -1.3% |
| 7D | -4.8% | -19.5% | +14.7% | +4.0% |
| 30D | -8.2% | -32.4% | +24.2% | +7.9% |
| 3M | -7.9% | -30.3% | +22.4% | +6.5% |
| 6M | -23.2% | -30.4% | +7.2% | -12.3% |
| YTD | -30.1% | +11.3% | -41.5% | -41.3% |
| 1Y | -31.9% | +3.6% | -35.5% | -38.5% |
| All | -31.9% | +3.0% | -34.9% | -38.5% |
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