+105.1%
CTVA vs NRG
+194.8%
-89.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -4.5% | -4.7% | +0.2% | -4.0% |
| 30D | +11.3% | -6.0% | +17.3% | +11.9% |
| 3M | +12.3% | -8.0% | +20.3% | +12.5% |
| 6M | +7.2% | -23.2% | +30.3% | +9.5% |
| YTD | +26.0% | -28.1% | +54.1% | +29.5% |
| 1Y | +16.0% | -27.3% | +43.3% | +18.7% |
| 3Y | +73.9% | +208.7% | -134.7% | +33.0% |
| All | +105.1% | +194.8% | -89.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling