+1,280.3%
NRG vs CMS
+1,626.4%
-346.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.0% |
| 7D | +21.7% | -1.3% | +23.0% | +22.7% |
| 30D | -8.1% | +5.3% | -13.3% | -11.8% |
| 3M | -18.3% | -0.3% | -18.0% | -18.5% |
| 6M | -28.0% | -4.0% | -24.0% | -26.6% |
| YTD | -37.5% | +2.1% | -39.7% | -38.8% |
| 1Y | -41.1% | -4.7% | -36.3% | -39.5% |
| 3Y | +126.6% | +36.8% | +89.8% | +72.5% |
| 5Y | +212.3% | +34.9% | +177.4% | +134.4% |
| 10Y | +992.0% | +134.7% | +857.3% | +390.0% |
| All | +1,280.3% | +1,626.4% | -346.1% | +75.2% |
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