+604.3%
CEG vs NVT
+363.2%
+241.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -3.0% |
| 7D | -4.8% | +4.1% | -8.8% | -7.0% |
| 30D | +2.3% | -5.1% | +7.5% | +4.8% |
| 3M | +15.6% | -1.2% | +16.8% | +14.0% |
| 6M | -5.0% | +46.6% | -51.6% | -27.6% |
| YTD | -19.0% | +60.0% | -79.0% | -42.1% |
| 1Y | -10.0% | +70.8% | -80.7% | -38.3% |
| 3Y | +163.9% | +187.5% | -23.6% | +33.5% |
| All | +604.3% | +363.2% | +241.1% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling