+180.6%
CEG vs NWSA
+44.8%
+135.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +6.7% | -2.6% | +9.3% | +7.4% |
| 30D | +11.0% | +4.6% | +6.4% | +9.6% |
| 3M | +19.5% | +10.2% | +9.3% | +15.7% |
| 6M | -5.9% | +21.6% | -27.5% | -12.8% |
| YTD | -15.0% | +14.6% | -29.6% | -19.3% |
| 1Y | +0.6% | +0.4% | +0.3% | +1.5% |
| 3Y | +180.6% | +45.0% | +135.6% | +132.3% |
| All | +180.6% | +44.8% | +135.8% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling