+626.9%
CEG vs NVT
+352.2%
+274.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.3% |
| 7D | +1.3% | +7.0% | -5.7% | -2.5% |
| 30D | +8.8% | -2.3% | +11.2% | +9.7% |
| 3M | +17.0% | -3.1% | +20.1% | +16.7% |
| 6M | -8.7% | +47.0% | -55.8% | -30.6% |
| YTD | -16.4% | +56.2% | -72.6% | -39.4% |
| 1Y | -1.8% | +74.5% | -76.3% | -33.6% |
| 3Y | +175.8% | +184.0% | -8.2% | +40.9% |
| All | +626.9% | +352.2% | +274.7% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling