+218.9%
CTVA vs NRG
+280.3%
-61.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +11.1% | -6.8% | +17.9% | +12.4% |
| 3M | +13.7% | -7.1% | +20.8% | +13.9% |
| 6M | +11.2% | -27.6% | +38.8% | +16.8% |
| YTD | +26.9% | -29.2% | +56.1% | +33.3% |
| 1Y | +18.8% | -29.9% | +48.7% | +24.4% |
| 3Y | +75.9% | +198.7% | -122.7% | +11.8% |
| 5Y | +105.2% | +192.9% | -87.7% | +27.2% |
| All | +218.9% | +280.3% | -61.3% | +65.6% |
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