+494.1%
NRG vs CDW
+851.1%
-357.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +2.4% |
| 7D | +9.3% | -3.9% | +13.1% | +10.7% |
| 30D | +1.3% | +6.9% | -5.6% | -1.6% |
| 3M | -6.0% | +7.7% | -13.7% | -10.5% |
| 6M | -22.0% | +18.3% | -40.3% | -30.4% |
| YTD | -24.1% | +7.8% | -31.9% | -30.2% |
| 1Y | -18.0% | -12.2% | -5.9% | -17.6% |
| 3Y | +220.0% | -28.9% | +249.0% | +243.8% |
| 5Y | +201.1% | -22.8% | +223.9% | +205.6% |
| 10Y | +1,085.1% | +266.1% | +819.0% | +572.2% |
| All | +494.1% | +851.1% | -357.0% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling