-29.9%
NRG vs CMS
-1.5%
-28.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -0.2% | -1.3% | +1.2% | +0.5% |
| 30D | -6.8% | -2.8% | -4.0% | -5.5% |
| 3M | -7.1% | -7.1% | 0.0% | -4.7% |
| 6M | -27.6% | -10.0% | -17.5% | -23.7% |
| YTD | -29.2% | -0.9% | -28.3% | -25.2% |
| 1Y | -29.9% | -2.0% | -27.9% | -25.1% |
| All | -29.9% | -1.5% | -28.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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