+32.2%
CVS vs NRG
+194.8%
-162.6%
-56.8%
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% | -0.8% |
| 7D | -2.2% | -4.7% | +2.5% | -1.9% |
| 30D | -0.1% | -6.0% | +5.9% | +0.2% |
| 3M | -5.2% | -8.0% | +2.7% | -5.0% |
| 6M | +26.9% | -23.2% | +50.0% | +28.2% |
| YTD | +22.1% | -28.1% | +50.1% | +23.7% |
| 1Y | +30.8% | -27.3% | +58.1% | +32.3% |
| 3Y | +54.4% | +208.7% | -154.3% | +20.2% |
| All | +32.2% | +194.8% | -162.6% | +1.6% |
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 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