-1.8%
CEG vs NWSA
+2.0%
-3.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.8% |
| 7D | +1.3% | -3.1% | +4.4% | +0.6% |
| 30D | +8.8% | +4.3% | +4.6% | +10.0% |
| 3M | +17.0% | +9.2% | +7.7% | +19.8% |
| 6M | -8.7% | +21.6% | -30.3% | -5.5% |
| YTD | -16.4% | +14.2% | -30.7% | -14.1% |
| 1Y | -1.8% | +1.8% | -3.5% | -4.0% |
| All | -1.8% | +2.0% | -3.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling