-24.1%
NU vs CEG
-33.0%
+8.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.7% | +10.0% | +4.8% |
| 7D | +0.2% | -4.8% | +5.0% | +1.1% |
| 30D | -21.0% | -8.2% | -12.8% | -19.6% |
| 3M | -16.3% | -7.9% | -8.4% | -14.9% |
| 6M | -15.3% | -23.2% | +7.9% | -11.9% |
| YTD | -28.4% | -30.1% | +1.8% | -25.5% |
| 1Y | -24.1% | -31.9% | +7.8% | -21.0% |
| All | -24.1% | -33.0% | +8.9% | -21.0% |
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 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