-18.6%
NRG vs CTAS
-1.7%
-16.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.4% |
| 7D | +7.1% | -1.8% | +8.9% | +6.7% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | -10.5% | +11.7% | -22.1% | -9.7% |
| 6M | -26.7% | +0.7% | -27.4% | -28.6% |
| YTD | -24.5% | +7.4% | -31.9% | -25.1% |
| 1Y | -18.6% | -2.1% | -16.5% | -18.5% |
| All | -18.6% | -1.7% | -16.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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