-63.1%
CDE vs NRG
+1,510.3%
-1,573.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -3.1% | -4.7% | +1.6% | -1.2% |
| 30D | +9.5% | -6.0% | +15.4% | +12.0% |
| 3M | +25.5% | -8.0% | +33.4% | +28.1% |
| 6M | -7.9% | -23.2% | +15.3% | +0.9% |
| YTD | +15.6% | -28.1% | +43.6% | +29.7% |
| 1Y | +34.0% | -27.3% | +61.3% | +49.7% |
| 3Y | +791.9% | +208.7% | +583.3% | +422.4% |
| 5Y | +197.7% | +197.7% | +0.1% | +72.0% |
| 10Y | +55.0% | +1,103.3% | -1,048.3% | -57.4% |
| All | -63.1% | +1,510.3% | -1,573.3% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 all: compounded portfolio wealth divided by compounded NRG 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…
all analysis · Full analysis span regression · 6 months rolling