+50.5%
COP vs NRG
-28.9%
+79.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | +2.3% | -4.7% | +7.0% | +2.0% |
| 30D | +8.6% | -6.0% | +14.6% | +8.2% |
| 3M | +19.9% | -8.0% | +27.8% | +19.8% |
| 6M | +19.0% | -23.2% | +42.2% | +18.1% |
| YTD | +50.0% | -28.1% | +78.0% | +48.5% |
| 1Y | +50.5% | -27.3% | +77.8% | +51.4% |
| All | +50.5% | -28.9% | +79.4% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling