-40.7%
NRG vs CMS
-2.7%
-38.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.8% |
| 7D | +10.0% | +1.7% | +8.2% | +9.0% |
| 30D | -3.2% | +6.2% | -9.4% | -7.2% |
| 3M | -18.5% | +0.6% | -19.1% | -19.1% |
| 6M | -25.3% | -1.8% | -23.5% | -25.8% |
| YTD | -38.1% | +3.8% | -42.0% | -38.5% |
| 1Y | -40.7% | -1.8% | -38.9% | -41.1% |
| All | -40.7% | -2.7% | -38.0% | -41.1% |
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