+104.6%
CSCO vs NRG
+198.7%
-94.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -10.8% | -6.8% | -4.0% | -10.1% |
| 3M | -9.2% | -7.1% | -2.1% | -9.2% |
| 6M | +39.5% | -27.6% | +67.1% | +44.2% |
| YTD | +41.5% | -29.2% | +70.7% | +46.3% |
| 1Y | +61.0% | -29.9% | +90.9% | +66.1% |
| All | +104.6% | +198.7% | -94.1% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling