+1,516.1%
NRG vs CTAS
+2,162.2%
-646.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +3.9% | +1.0% | +2.9% | +3.3% |
| 30D | -3.0% | -1.1% | -1.9% | -2.5% |
| 3M | -10.9% | +11.5% | -22.4% | -16.9% |
| 6M | -25.3% | +0.2% | -25.4% | -26.6% |
| YTD | -26.8% | +7.2% | -34.0% | -30.8% |
| 1Y | -23.3% | 0.0% | -23.3% | -25.2% |
| 3Y | +208.6% | +65.9% | +142.7% | +128.2% |
| 5Y | +194.1% | +109.6% | +84.6% | +90.4% |
| 10Y | +1,123.6% | +683.8% | +439.8% | +283.9% |
| All | +1,516.1% | +2,162.2% | -646.1% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling