+60.6%
NOK vs CEG
+672.0%
-611.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | +11.0% | +17.8% | -6.8% | +8.2% |
| 30D | -16.0% | -4.5% | -11.5% | -15.5% |
| 3M | -19.8% | +1.5% | -21.3% | -19.9% |
| 6M | -37.1% | -3.5% | -33.6% | -37.0% |
| YTD | +28.0% | -19.7% | +47.7% | +30.1% |
| 1Y | +17.9% | -19.8% | +37.7% | +19.8% |
| 3Y | +152.7% | +136.4% | +16.3% | +104.7% |
| All | +60.6% | +672.0% | -611.4% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling