+1,173.0%
COP vs NRG
+1,537.4%
-364.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.4% |
| 7D | -0.5% | +3.9% | -4.3% | -2.0% |
| 30D | +11.7% | -3.0% | +14.7% | +12.3% |
| 3M | +17.7% | -10.9% | +28.6% | +19.8% |
| 6M | +18.3% | -25.3% | +43.6% | +26.1% |
| YTD | +49.1% | -26.8% | +75.9% | +58.5% |
| 1Y | +53.3% | -23.3% | +76.6% | +57.9% |
| 3Y | +22.2% | +208.6% | -186.5% | -34.0% |
| 5Y | +193.3% | +194.1% | -0.8% | +56.7% |
| 10Y | +340.2% | +1,123.6% | -783.3% | +23.4% |
| All | +1,173.0% | +1,537.4% | -364.4% | +247.7% |
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