+218.8%
CB vs NRG
+1,083.9%
-865.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -1.0% | -4.7% | +3.7% | -0.4% |
| 30D | -1.5% | -6.0% | +4.5% | -0.9% |
| 3M | +3.5% | -8.0% | +11.4% | +3.7% |
| 6M | +5.4% | -23.2% | +28.6% | +7.9% |
| YTD | +9.0% | -28.1% | +37.1% | +12.2% |
| 1Y | +20.3% | -27.3% | +47.6% | +22.9% |
| 3Y | +69.5% | +208.7% | -139.1% | +21.7% |
| 5Y | +100.7% | +197.7% | -96.9% | +42.4% |
| All | +218.8% | +1,083.9% | -865.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling