-27.3%
NRG vs CTAS
+1.1%
-28.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.9% |
| 7D | -4.7% | +0.5% | -5.2% | -4.6% |
| 30D | -6.0% | -0.7% | -5.2% | -6.1% |
| 3M | -8.0% | +11.1% | -19.0% | -7.2% |
| 6M | -23.2% | +2.1% | -25.3% | -24.9% |
| YTD | -28.1% | +8.0% | -36.0% | -28.6% |
| 1Y | -27.3% | -0.5% | -26.8% | -25.9% |
| All | -27.3% | +1.1% | -28.3% | -25.9% |
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