+94.5%
NOK vs CEG
+717.3%
-622.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.1% |
| 7D | -1.8% | +8.0% | -9.8% | -2.7% |
| 30D | +4.7% | +12.9% | -8.2% | +3.2% |
| 3M | -39.7% | +13.2% | -52.8% | -40.5% |
| 6M | +23.1% | -7.0% | +30.1% | +23.3% |
| YTD | +55.0% | -15.0% | +70.0% | +56.5% |
| 1Y | +118.0% | -2.7% | +120.8% | +116.1% |
| 3Y | +170.5% | +184.1% | -13.6% | +110.7% |
| All | +94.5% | +717.3% | -622.8% | +32.4% |
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