+607.3%
CEG vs NWSA
+37.6%
+569.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +0.3% | -4.8% | +5.1% | +1.6% |
| 30D | +2.9% | +3.0% | -0.1% | +2.0% |
| 3M | +18.2% | +9.3% | +8.9% | +14.6% |
| 6M | -9.5% | +23.2% | -32.7% | -16.1% |
| YTD | -18.7% | +13.3% | -32.0% | -22.6% |
| 1Y | -10.1% | +2.9% | -13.0% | -11.9% |
| 3Y | +168.3% | +43.3% | +125.0% | +135.2% |
| All | +607.3% | +37.6% | +569.7% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling