+379.9%
CSCO vs NRG
+1,083.9%
-704.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.0% |
| 7D | +2.7% | -4.7% | +7.4% | +3.7% |
| 30D | -9.5% | -6.0% | -3.5% | -8.5% |
| 3M | -7.6% | -8.0% | +0.3% | -7.1% |
| 6M | +44.9% | -23.2% | +68.0% | +50.3% |
| YTD | +47.7% | -28.1% | +75.7% | +54.8% |
| 1Y | +69.1% | -27.3% | +96.3% | +75.9% |
| 3Y | +113.5% | +208.7% | -95.1% | +49.8% |
| 5Y | +122.8% | +197.7% | -74.9% | +54.4% |
| All | +379.9% | +1,083.9% | -704.0% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling