+106.0%
NOK vs CEG
+681.8%
-575.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | +8.7% | +0.3% | +8.4% | +8.7% |
| 30D | +12.5% | +2.9% | +9.6% | +12.1% |
| 3M | -20.7% | +18.2% | -39.0% | -22.3% |
| 6M | +36.2% | -9.5% | +45.7% | +36.9% |
| YTD | +64.1% | -18.7% | +82.8% | +66.5% |
| 1Y | +132.4% | -10.1% | +142.5% | +132.5% |
| 3Y | +182.9% | +168.3% | +14.5% | +122.1% |
| All | +106.0% | +681.8% | -575.8% | +41.0% |
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