+193.5%
NRG vs CBOE
+136.7%
+56.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.4% |
| 7D | -4.7% | -5.8% | +1.1% | -5.1% |
| 30D | -6.0% | -3.1% | -2.8% | -6.1% |
| 3M | -8.0% | -4.8% | -3.2% | -7.9% |
| 6M | -23.2% | -0.6% | -22.6% | -22.8% |
| YTD | -28.1% | +12.8% | -40.8% | -27.5% |
| 1Y | -27.3% | +19.8% | -47.0% | -26.6% |
| 3Y | +208.7% | +86.9% | +121.7% | +184.0% |
| All | +193.5% | +136.7% | +56.8% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling