-1.8%
CEG vs NVTS
+103.9%
-105.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | +1.3% | +3.5% | -2.1% | +1.0% |
| 30D | +8.8% | -11.9% | +20.8% | +10.1% |
| 3M | +17.0% | -49.2% | +66.2% | +23.3% |
| 6M | -8.7% | +38.4% | -47.1% | -13.9% |
| YTD | -16.4% | +62.5% | -78.9% | -24.5% |
| 1Y | -1.8% | +101.4% | -103.1% | -12.3% |
| All | -1.8% | +103.9% | -105.6% | -12.3% |
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