+213.9%
NRG vs CMS
+34.5%
+179.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -3.0% | -1.3% | -1.7% | -2.7% |
| 3M | -10.9% | -5.4% | -5.5% | -10.1% |
| 6M | -25.3% | -10.3% | -14.9% | -23.8% |
| YTD | -26.8% | -0.2% | -26.6% | -25.9% |
| 1Y | -23.3% | -0.9% | -22.4% | -22.4% |
| All | +213.9% | +34.5% | +179.3% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling