-21.4%
CEG vs NWSA
+1.1%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.8% |
| 7D | +11.8% | -12.2% | +24.0% | +8.1% |
| 30D | -6.5% | -8.7% | +2.2% | -8.1% |
| 3M | -1.2% | -6.0% | +4.8% | -1.7% |
| 6M | -8.0% | -0.3% | -7.7% | -6.5% |
| YTD | -21.9% | +3.5% | -25.4% | -20.6% |
| 1Y | -21.4% | +0.8% | -22.2% | -20.6% |
| All | -21.4% | +1.1% | -22.5% | -20.6% |
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