+1,065.2%
NRG vs CDW
+300.6%
+764.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -1.3% |
| 7D | -4.7% | +0.9% | -5.6% | -5.2% |
| 30D | -6.0% | +13.1% | -19.0% | -10.7% |
| 3M | -8.0% | +19.7% | -27.6% | -16.2% |
| 6M | -23.2% | +30.7% | -53.9% | -34.6% |
| YTD | -28.1% | +14.7% | -42.8% | -35.6% |
| 1Y | -27.3% | -5.3% | -22.0% | -29.0% |
| 3Y | +208.7% | -23.8% | +232.5% | +223.9% |
| 5Y | +197.7% | -16.8% | +214.5% | +192.8% |
| All | +1,065.2% | +300.6% | +764.6% | +495.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling