+100.4%
CB vs NRG
+193.1%
-92.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.4% |
| 7D | -0.5% | +3.9% | -4.4% | -0.7% |
| 30D | -3.1% | -3.0% | -0.1% | -3.0% |
| 3M | +4.2% | -10.9% | +15.1% | +4.4% |
| 6M | +4.7% | -25.3% | +30.0% | +5.9% |
| YTD | +8.8% | -26.8% | +35.7% | +10.1% |
| 1Y | +22.6% | -23.3% | +45.9% | +23.1% |
| 3Y | +70.6% | +208.6% | -138.0% | +29.0% |
| All | +100.4% | +193.1% | -92.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling