-40.6%
NOW vs CEG
-30.4%
-10.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | +0.2% |
| 7D | -3.0% | -4.7% | +1.7% | -3.7% |
| 30D | -26.0% | -16.6% | -9.5% | -27.5% |
| 3M | -13.1% | -4.1% | -9.0% | -13.5% |
| 6M | +14.5% | -22.3% | +36.8% | +13.5% |
| YTD | -33.4% | -28.9% | -4.5% | -34.5% |
| 1Y | -40.6% | -28.5% | -12.2% | -41.6% |
| All | -40.6% | -30.4% | -10.3% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling