+639.5%
CEG vs NVTS
+4.3%
+635.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.5% |
| 7D | +8.0% | +2.7% | +5.3% | +7.8% |
| 30D | +12.9% | -4.5% | +17.4% | +13.2% |
| 3M | +13.2% | -61.5% | +74.7% | +19.4% |
| 6M | -7.0% | +28.0% | -35.0% | -10.3% |
| YTD | -15.0% | +65.3% | -80.3% | -20.0% |
| 1Y | -2.7% | +113.0% | -115.7% | -10.4% |
| 3Y | +184.1% | +34.7% | +149.4% | +155.1% |
| All | +639.5% | +4.3% | +635.1% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling