+40.6%
CVX vs NRG
-28.9%
+69.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.7% |
| 7D | +2.6% | -4.7% | +7.3% | +2.4% |
| 30D | +9.8% | -6.0% | +15.8% | +9.6% |
| 3M | +16.2% | -8.0% | +24.2% | +16.2% |
| 6M | +13.6% | -23.2% | +36.8% | +13.5% |
| YTD | +44.4% | -28.1% | +72.4% | +43.8% |
| 1Y | +40.6% | -27.3% | +67.9% | +40.9% |
| All | +40.6% | -28.9% | +69.5% | +40.9% |
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