+638.5%
CSCO vs NRG
+1,537.4%
-898.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.0% |
| 7D | 0.0% | +3.9% | -3.9% | -0.9% |
| 30D | -10.7% | -3.0% | -7.7% | -10.3% |
| 3M | -8.7% | -10.9% | +2.2% | -7.5% |
| 6M | +44.9% | -25.3% | +70.2% | +51.9% |
| YTD | +44.1% | -26.8% | +71.0% | +51.2% |
| 1Y | +65.9% | -23.3% | +89.2% | +71.0% |
| 3Y | +109.0% | +208.6% | -99.6% | +47.0% |
| 5Y | +114.8% | +194.1% | -79.4% | +49.7% |
| 10Y | +377.3% | +1,123.6% | -746.2% | +124.1% |
| All | +638.5% | +1,537.4% | -898.8% | +207.7% |
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