+607.3%
CEG vs NVTS
-1.4%
+608.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.4% |
| 7D | +0.3% | +0.5% | -0.1% | +0.3% |
| 30D | +2.9% | -18.0% | +20.9% | +4.2% |
| 3M | +18.2% | -45.6% | +63.8% | +22.2% |
| 6M | -9.5% | +28.5% | -38.0% | -12.8% |
| YTD | -18.7% | +56.2% | -74.9% | -23.2% |
| 1Y | -10.1% | +97.7% | -107.8% | -16.9% |
| 3Y | +168.3% | +35.0% | +133.4% | +140.8% |
| All | +607.3% | -1.4% | +608.7% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling