+182.6%
NET vs CEG
+571.7%
-389.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -0.4% |
| 7D | -16.4% | -4.8% | -11.6% | -15.0% |
| 30D | -25.8% | -8.2% | -17.7% | -24.0% |
| 3M | -11.5% | -7.9% | -3.6% | -10.0% |
| 6M | +18.9% | -23.2% | +42.1% | +27.5% |
| YTD | +35.2% | -30.1% | +65.4% | +47.2% |
| 1Y | +14.5% | -31.9% | +46.4% | +25.4% |
| 3Y | +313.8% | +114.0% | +199.8% | +120.8% |
| All | +182.6% | +571.7% | -389.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling