+1,516.1%
NRG vs CHD
+1,736.1%
-220.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | +3.9% | -4.2% | +8.0% | +5.3% |
| 30D | -3.0% | -7.6% | +4.6% | -0.5% |
| 3M | -10.9% | -1.6% | -9.3% | -11.0% |
| 6M | -25.3% | -6.3% | -19.0% | -24.2% |
| YTD | -26.8% | +14.6% | -41.4% | -31.0% |
| 1Y | -23.3% | +1.6% | -24.9% | -25.0% |
| 3Y | +208.6% | +3.1% | +205.5% | +191.5% |
| 5Y | +194.1% | +21.1% | +173.1% | +154.8% |
| 10Y | +1,123.6% | +128.6% | +995.0% | +666.6% |
| All | +1,516.1% | +1,736.1% | -220.0% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling