-3.2%
NU vs CEG
-6.8%
+3.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +10.0% | +2.9% | +7.1% | +9.5% |
| 3M | +29.3% | +18.2% | +11.1% | +25.3% |
| 6M | +0.9% | -9.5% | +10.5% | +1.5% |
| YTD | -10.3% | -18.7% | +8.4% | -9.4% |
| 1Y | -3.2% | -10.1% | +7.0% | -1.7% |
| All | -3.2% | -6.8% | +3.6% | -1.7% |
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