+264.7%
CEG vs NXT
+181.9%
+82.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +6.7% | +2.9% | +3.8% | +6.1% |
| 30D | +11.0% | -17.2% | +28.2% | +15.1% |
| 3M | +19.5% | -32.0% | +51.5% | +28.0% |
| 6M | -5.9% | -15.8% | +9.9% | -4.9% |
| YTD | -15.0% | -1.9% | -13.1% | -17.2% |
| 1Y | +0.6% | +22.5% | -21.9% | -6.3% |
| 3Y | +180.6% | +100.5% | +80.1% | +129.7% |
| All | +264.7% | +181.9% | +82.8% | +188.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling