+593.1%
CEG vs NWSA
+26.3%
+566.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -1.4% |
| 7D | +12.1% | +2.2% | +9.9% | +11.5% |
| 30D | +0.2% | -8.8% | +9.0% | +1.9% |
| 3M | +0.7% | -6.5% | +7.2% | +1.5% |
| 6M | +2.2% | +1.5% | +0.7% | -0.1% |
| YTD | -20.3% | +4.0% | -24.4% | -23.2% |
| 1Y | -16.1% | +3.4% | -19.5% | -19.0% |
| 3Y | +134.7% | +34.8% | +99.8% | +107.1% |
| All | +593.1% | +26.3% | +566.7% | +508.7% |
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