+54.4%
CVS vs NRG
+203.5%
-149.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -2.2% | -4.7% | +2.5% | -2.1% |
| 30D | -0.1% | -6.0% | +5.9% | 0.0% |
| 3M | -5.2% | -8.0% | +2.7% | -5.2% |
| 6M | +26.9% | -23.2% | +50.0% | +26.9% |
| YTD | +22.1% | -28.1% | +50.1% | +22.2% |
| 1Y | +30.8% | -27.3% | +58.1% | +31.0% |
| 3Y | +54.4% | +208.7% | -154.3% | +39.7% |
| All | +54.4% | +203.5% | -149.1% | +39.7% |
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 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