-16.3%
NOW vs CEG
+114.1%
-130.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | -3.0% | -4.7% | +1.7% | -2.6% |
| 30D | -26.0% | -16.6% | -9.5% | -25.0% |
| 3M | -13.1% | -4.1% | -9.0% | -13.3% |
| 6M | +14.5% | -22.3% | +36.8% | +16.8% |
| YTD | -33.4% | -28.9% | -4.5% | -31.7% |
| 1Y | -40.6% | -28.5% | -12.2% | -39.3% |
| 3Y | -16.3% | +104.3% | -120.6% | -26.8% |
| All | -16.3% | +114.1% | -130.5% | -26.8% |
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