+1,065.2%
NRG vs CBOE
+368.5%
+696.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.0% |
| 7D | -4.7% | -5.8% | +1.1% | -3.8% |
| 30D | -6.0% | -3.1% | -2.8% | -5.6% |
| 3M | -8.0% | -4.8% | -3.2% | -7.6% |
| 6M | -23.2% | -0.6% | -22.6% | -24.1% |
| YTD | -28.1% | +12.8% | -40.8% | -31.1% |
| 1Y | -27.3% | +19.8% | -47.0% | -31.4% |
| 3Y | +208.7% | +86.9% | +121.7% | +148.3% |
| 5Y | +197.7% | +136.5% | +61.1% | +118.2% |
| All | +1,065.2% | +368.5% | +696.7% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling