+727.3%
CVS vs NRG
+1,484.6%
-757.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.9% | -6.8% | +8.7% | +2.9% |
| 3M | -2.2% | -7.1% | +4.9% | -1.8% |
| 6M | +26.7% | -27.6% | +54.3% | +31.4% |
| YTD | +22.9% | -29.2% | +52.1% | +27.4% |
| 1Y | +32.9% | -29.9% | +62.8% | +37.5% |
| 3Y | +62.3% | +198.7% | -136.4% | +23.3% |
| 5Y | +34.2% | +192.9% | -158.7% | +0.8% |
| 10Y | +41.8% | +1,084.1% | -1,042.4% | -20.8% |
| All | +727.3% | +1,484.6% | -757.3% | +361.0% |
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 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