+322.4%
NET vs CEG
+110.5%
+211.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -1.1% |
| 7D | -16.4% | -4.8% | -11.6% | -15.5% |
| 30D | -25.8% | -8.2% | -17.7% | -24.6% |
| 3M | -11.5% | -7.9% | -3.6% | -10.5% |
| 6M | +18.9% | -23.2% | +42.1% | +24.7% |
| YTD | +35.2% | -30.1% | +65.4% | +43.3% |
| 1Y | +14.5% | -31.9% | +46.4% | +21.9% |
| All | +322.4% | +110.5% | +211.9% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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