+203.7%
NRG vs CDW
-30.1%
+233.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -0.2% | -7.4% | +7.2% | +1.5% |
| 30D | -6.8% | +5.8% | -12.6% | -8.3% |
| 3M | -7.1% | +10.8% | -17.9% | -11.2% |
| 6M | -27.6% | +21.5% | -49.0% | -34.7% |
| YTD | -29.2% | +6.4% | -35.6% | -32.8% |
| 1Y | -29.9% | -14.8% | -15.1% | -25.8% |
| All | +203.7% | -30.1% | +233.9% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling