-3.6%
COST vs NRG
-18.6%
+15.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -0.6% |
| 7D | -3.1% | +7.1% | -10.3% | -2.7% |
| 30D | -2.8% | -1.4% | -1.4% | -2.8% |
| 3M | -5.7% | -10.5% | +4.8% | -5.9% |
| 6M | -8.8% | -26.7% | +18.0% | -9.5% |
| YTD | +6.7% | -24.5% | +31.2% | +6.0% |
| 1Y | -3.6% | -18.6% | +14.9% | -1.9% |
| All | -3.6% | -18.6% | +15.0% | -1.9% |
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