+184.5%
NOK vs CEG
+175.4%
+9.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | +9.3% | +1.3% | +8.0% | +9.2% |
| 30D | +17.9% | +8.8% | +9.0% | +17.1% |
| 3M | -22.3% | +17.0% | -39.3% | -23.3% |
| 6M | +36.4% | -8.7% | +45.1% | +36.5% |
| YTD | +66.3% | -16.4% | +82.7% | +67.1% |
| 1Y | +134.4% | -1.8% | +136.2% | +133.0% |
| All | +184.5% | +175.4% | +9.1% | +150.9% |
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