+1,227.9%
CVX vs NRG
+1,484.6%
-256.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | +9.1% | -6.8% | +15.9% | +10.9% |
| 3M | +13.1% | -7.1% | +20.2% | +13.6% |
| 6M | +16.3% | -27.6% | +43.8% | +24.0% |
| YTD | +43.5% | -29.2% | +72.7% | +52.8% |
| 1Y | +40.2% | -29.9% | +70.0% | +48.2% |
| 3Y | +44.2% | +198.7% | -154.4% | -13.4% |
| 5Y | +170.6% | +192.9% | -22.3% | +58.7% |
| 10Y | +220.3% | +1,084.1% | -863.8% | +7.8% |
| All | +1,227.9% | +1,484.6% | -256.7% | +337.1% |
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