-21.4%
CEG vs NVTS
+6.3%
-27.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.8% |
| 7D | +11.8% | +7.9% | +3.9% | +10.6% |
| 30D | -6.5% | +0.8% | -7.3% | -7.1% |
| 3M | -1.2% | -26.0% | +24.8% | +0.9% |
| 6M | -8.0% | -55.5% | +47.5% | -3.3% |
| YTD | -21.9% | +41.0% | -62.9% | -30.7% |
| 1Y | -21.4% | +10.4% | -31.9% | -24.6% |
| All | -21.4% | +6.3% | -27.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling