+184.8%
COP vs NRG
+194.8%
-10.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.3% | -4.7% | +7.0% | +3.1% |
| 30D | +8.6% | -6.0% | +14.6% | +9.5% |
| 3M | +19.9% | -8.0% | +27.8% | +20.3% |
| 6M | +19.0% | -23.2% | +42.2% | +22.5% |
| YTD | +50.0% | -28.1% | +78.0% | +55.6% |
| 1Y | +50.5% | -27.3% | +77.8% | +54.5% |
| 3Y | +25.2% | +208.7% | -183.4% | -22.2% |
| All | +184.8% | +194.8% | -10.0% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling