-30.4%
CEG vs NXT
-3.7%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | +3.2% |
| 7D | -4.7% | +32.2% | -37.0% | -10.8% |
| 30D | -16.6% | +21.9% | -38.5% | -20.4% |
| 3M | -4.1% | +6.6% | -10.7% | -6.2% |
| 6M | -22.3% | -16.8% | -5.5% | -20.9% |
| YTD | -28.9% | +20.4% | -49.4% | -37.2% |
| All | -30.4% | -3.7% | -26.7% | -35.0% |
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