+1,285.1%
CB vs NRG
+1,598.0%
-312.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | +9.3% | -9.9% | -2.5% |
| 30D | -3.9% | +1.3% | -5.2% | -4.4% |
| 3M | +4.9% | -6.0% | +10.9% | +4.9% |
| 6M | +3.3% | -22.0% | +25.2% | +6.5% |
| YTD | +8.5% | -24.1% | +32.6% | +11.9% |
| 1Y | +22.1% | -18.0% | +40.1% | +22.7% |
| 3Y | +70.1% | +220.0% | -149.9% | +15.9% |
| 5Y | +97.4% | +201.1% | -103.7% | +33.6% |
| 10Y | +216.8% | +1,085.1% | -868.3% | +42.7% |
| All | +1,285.1% | +1,598.0% | -312.9% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling