+103.3%
NU vs CEG
+175.4%
-72.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.8% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +8.2% | +8.8% | -0.6% | +6.2% |
| 3M | +26.3% | +17.0% | +9.3% | +21.7% |
| 6M | +2.2% | -8.7% | +11.0% | +3.4% |
| YTD | -10.4% | -16.4% | +6.0% | -8.2% |
| 1Y | -3.0% | -1.8% | -1.2% | -5.0% |
| All | +103.3% | +175.4% | -72.1% | +38.8% |
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