+338.5%
COP vs NRG
+1,083.9%
-745.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +2.3% | -4.7% | +7.0% | +3.7% |
| 30D | +8.6% | -6.0% | +14.6% | +10.1% |
| 3M | +19.9% | -8.0% | +27.8% | +20.6% |
| 6M | +19.0% | -23.2% | +42.2% | +24.6% |
| YTD | +50.0% | -28.1% | +78.0% | +58.8% |
| 1Y | +50.5% | -27.3% | +77.8% | +56.9% |
| 3Y | +25.2% | +208.7% | -183.4% | -31.8% |
| 5Y | +194.3% | +197.7% | -3.4% | +57.8% |
| All | +338.5% | +1,083.9% | -745.4% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling