+626.9%
CEG vs NWSA
+38.7%
+588.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +1.3% | -3.1% | +4.4% | +2.1% |
| 30D | +8.8% | +4.3% | +4.6% | +7.5% |
| 3M | +17.0% | +9.2% | +7.7% | +13.5% |
| 6M | -8.7% | +21.6% | -30.3% | -14.9% |
| YTD | -16.4% | +14.2% | -30.7% | -20.6% |
| 1Y | -1.8% | +1.8% | -3.5% | -3.2% |
| 3Y | +175.8% | +44.4% | +131.3% | +141.2% |
| All | +626.9% | +38.7% | +588.3% | +528.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling