+5.6%
CVS vs NRG
-50.8%
+56.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -13.5% | +1.0% | -11.9% |
| 7D | -11.1% | -13.7% | +2.6% | -10.5% |
| 30D | -7.4% | -13.6% | +6.1% | -6.8% |
| 3M | -22.9% | -28.5% | +5.6% | -22.6% |
| 6M | -1.2% | -45.8% | +44.6% | -0.9% |
| YTD | +3.9% | -46.9% | +50.8% | +3.9% |
| 1Y | +5.6% | -49.7% | +55.3% | +6.6% |
| All | +5.6% | -50.8% | +56.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling