+40.7%
CL vs NRG
+123.8%
-83.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.7% |
| 7D | +3.2% | +10.0% | -6.8% | +4.0% |
| 30D | +8.0% | -3.2% | +11.3% | +8.1% |
| 3M | +7.9% | -18.5% | +26.4% | +6.8% |
| 6M | +14.7% | -25.3% | +40.0% | +13.2% |
| YTD | +29.2% | -38.1% | +67.3% | +26.6% |
| 1Y | +29.5% | -40.7% | +70.2% | +26.7% |
| 3Y | +40.7% | +121.8% | -81.1% | +34.6% |
| All | +40.7% | +123.8% | -83.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling