+51.0%
CL vs NRG
+1,083.9%
-1,032.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | -2.2% | -4.7% | +2.5% | -1.9% |
| 30D | -6.0% | -6.0% | 0.0% | -5.7% |
| 3M | -2.3% | -8.0% | +5.6% | -2.3% |
| 6M | -2.0% | -23.2% | +21.2% | -0.9% |
| YTD | +11.8% | -28.1% | +39.9% | +13.5% |
| 1Y | +5.8% | -27.3% | +33.1% | +6.9% |
| 3Y | +25.9% | +208.7% | -182.7% | +2.9% |
| 5Y | +26.9% | +197.7% | -170.7% | +2.8% |
| All | +51.0% | +1,083.9% | -1,032.9% | +9.8% |
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 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