-2.7%
CEG vs NXT
+26.2%
-28.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.6% |
| 7D | +8.0% | -1.1% | +9.1% | +8.3% |
| 30D | +12.9% | -15.3% | +28.3% | +17.3% |
| 3M | +13.2% | -43.8% | +57.0% | +28.9% |
| 6M | -7.0% | -18.7% | +11.7% | -6.7% |
| YTD | -15.0% | -3.0% | -12.0% | -21.7% |
| 1Y | -2.7% | +22.7% | -25.5% | -20.4% |
| All | -2.7% | +26.2% | -28.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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