+251.7%
CB vs NRG
+971.7%
-720.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | +2.9% | +10.0% | -7.0% | +1.7% |
| 30D | +7.3% | -3.2% | +10.5% | +7.4% |
| 3M | +9.4% | -18.5% | +27.9% | +11.6% |
| 6M | +19.6% | -25.3% | +44.9% | +22.5% |
| YTD | +21.5% | -38.1% | +59.6% | +27.0% |
| 1Y | +28.0% | -40.7% | +68.7% | +34.4% |
| 3Y | +74.9% | +121.8% | -46.9% | +31.1% |
| 5Y | +108.1% | +209.2% | -101.1% | +40.7% |
| All | +251.7% | +971.7% | -720.0% | +110.9% |
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