+212.3%
NRG vs CMS
+34.5%
+177.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +21.7% | -1.3% | +23.0% | +22.2% |
| 30D | -8.1% | +5.3% | -13.3% | -10.1% |
| 3M | -18.3% | -0.3% | -18.0% | -18.4% |
| 6M | -28.0% | -4.0% | -24.0% | -27.3% |
| YTD | -37.5% | +2.1% | -39.7% | -37.9% |
| 1Y | -41.1% | -4.7% | -36.3% | -40.1% |
| 3Y | +126.6% | +36.8% | +89.8% | +92.1% |
| 5Y | +212.3% | +34.9% | +177.4% | +163.4% |
| All | +212.3% | +34.5% | +177.8% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling