-18.6%
NRG vs CHD
+7.1%
-25.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | +7.1% | -2.7% | +9.8% | +6.2% |
| 30D | -1.4% | -4.6% | +3.2% | -2.9% |
| 3M | -10.5% | +5.0% | -15.5% | -9.0% |
| 6M | -26.7% | -3.2% | -23.5% | -27.9% |
| YTD | -24.5% | +18.6% | -43.2% | -16.3% |
| 1Y | -18.6% | +4.8% | -23.4% | -18.7% |
| All | -18.6% | +7.1% | -25.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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