+208.7%
NRG vs CBOE
+89.1%
+119.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.0% |
| 7D | -4.7% | -5.8% | +1.1% | -6.2% |
| 30D | -6.0% | -3.1% | -2.8% | -6.5% |
| 3M | -8.0% | -4.8% | -3.2% | -8.4% |
| 6M | -23.2% | -0.6% | -22.6% | -21.4% |
| YTD | -28.1% | +12.8% | -40.8% | -22.8% |
| 1Y | -27.3% | +19.8% | -47.0% | -20.1% |
| 3Y | +208.7% | +86.9% | +121.7% | +271.5% |
| All | +208.7% | +89.1% | +119.5% | +271.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling