+24.9%
COP vs NRG
+198.7%
-173.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | +1.0% | -0.2% | +1.1% | +0.9% |
| 30D | +9.6% | -6.8% | +16.4% | +10.2% |
| 3M | +15.0% | -7.1% | +22.2% | +15.1% |
| 6M | +21.8% | -27.6% | +49.3% | +25.1% |
| YTD | +49.6% | -29.2% | +78.8% | +53.6% |
| 1Y | +49.9% | -29.9% | +79.8% | +53.3% |
| All | +24.9% | +198.7% | -173.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling