+3,675.4%
COST vs NRG
+1,510.3%
+2,165.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -1.2% | -4.7% | +3.5% | -0.6% |
| 30D | -4.7% | -6.0% | +1.2% | -4.1% |
| 3M | -7.1% | -8.0% | +0.8% | -6.8% |
| 6M | -8.5% | -23.2% | +14.6% | -6.5% |
| YTD | +5.4% | -28.1% | +33.4% | +8.4% |
| 1Y | -5.6% | -27.3% | +21.6% | -3.5% |
| 3Y | +68.5% | +208.7% | -140.2% | +35.2% |
| 5Y | +105.2% | +197.7% | -92.4% | +63.7% |
| 10Y | +610.7% | +1,103.3% | -492.6% | +346.2% |
| All | +3,675.4% | +1,510.3% | +2,165.1% | +2,148.6% |
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