+201.0%
NRG vs CDW
-4.0%
+205.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +10.0% | +9.3% | +0.6% | +7.5% |
| 30D | -3.2% | +14.4% | -17.6% | -7.4% |
| 3M | -18.5% | +21.4% | -39.9% | -23.7% |
| 6M | -25.3% | +72.8% | -98.1% | -40.2% |
| YTD | -38.1% | +28.0% | -66.1% | -45.5% |
| 1Y | -40.7% | +19.3% | -60.0% | -46.0% |
| 3Y | +121.8% | -15.3% | +137.1% | +125.1% |
| All | +201.0% | -4.0% | +205.0% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling