-49.7%
NRG vs CDW
+13.2%
-62.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +12.7% | -26.2% | -12.5% |
| 7D | -13.7% | +3.7% | -17.5% | -12.8% |
| 30D | -13.6% | +26.0% | -39.6% | -12.5% |
| 3M | -28.5% | +10.1% | -38.6% | -28.1% |
| 6M | -45.8% | +26.1% | -71.8% | -45.1% |
| YTD | -46.9% | +25.9% | -72.8% | -44.6% |
| 1Y | -49.7% | +21.5% | -71.3% | -45.7% |
| All | -49.7% | +13.2% | -62.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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