+91.8%
NU vs CEG
+681.8%
-590.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | -4.2% | +0.3% | -4.5% | -4.4% |
| 30D | +10.0% | +2.9% | +7.1% | +9.2% |
| 3M | +29.3% | +18.2% | +11.1% | +23.6% |
| 6M | +0.9% | -9.5% | +10.5% | +2.4% |
| YTD | -10.3% | -18.7% | +8.4% | -7.1% |
| 1Y | -3.2% | -10.1% | +7.0% | -3.1% |
| 3Y | +120.6% | +168.3% | -47.8% | +44.4% |
| All | +91.8% | +681.8% | -590.0% | +16.3% |
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