+1,266.9%
NRG vs CMS
+1,655.3%
-388.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -2.1% |
| 7D | +10.0% | +1.7% | +8.2% | +8.7% |
| 30D | -3.2% | +6.2% | -9.4% | -7.7% |
| 3M | -18.5% | +0.6% | -19.1% | -19.2% |
| 6M | -25.3% | -1.8% | -23.5% | -25.1% |
| YTD | -38.1% | +3.8% | -42.0% | -40.1% |
| 1Y | -40.7% | -1.8% | -38.9% | -40.4% |
| 3Y | +121.8% | +39.8% | +81.9% | +66.2% |
| 5Y | +209.2% | +37.1% | +172.1% | +129.4% |
| 10Y | +981.4% | +138.6% | +842.8% | +379.6% |
| All | +1,266.9% | +1,655.3% | -388.4% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling