+68.8%
NU vs CEG
+666.0%
-597.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +11.9% |
| 7D | +9.9% | +12.1% | -2.2% | +6.5% |
| 30D | -11.5% | +0.2% | -11.7% | -11.8% |
| 3M | -5.1% | +0.7% | -5.8% | -5.8% |
| 6M | +3.1% | +2.2% | +0.9% | +1.5% |
| YTD | -21.0% | -20.3% | -0.7% | -18.2% |
| 1Y | -15.2% | -16.1% | +0.9% | -13.6% |
| 3Y | +56.4% | +134.7% | -78.2% | +6.8% |
| All | +68.8% | +666.0% | -597.2% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling