-27.3%
NRG vs CDW
-8.5%
-18.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | +1.5% |
| 7D | -4.7% | +0.9% | -5.6% | -4.7% |
| 30D | -6.0% | +13.1% | -19.0% | -6.1% |
| 3M | -8.0% | +19.7% | -27.6% | -9.2% |
| 6M | -23.2% | +30.7% | -53.9% | -25.9% |
| YTD | -28.1% | +14.7% | -42.8% | -27.6% |
| 1Y | -27.3% | -5.3% | -22.0% | -19.3% |
| All | -27.3% | -8.5% | -18.7% | -19.3% |
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