+28.3%
CL vs NRG
+190.8%
-162.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | -0.5% |
| 7D | -2.3% | +3.9% | -6.2% | -2.2% |
| 30D | -5.5% | -3.0% | -2.5% | -5.5% |
| 3M | +0.8% | -10.9% | +11.7% | +0.7% |
| 6M | -4.2% | -25.3% | +21.1% | -4.3% |
| YTD | +13.4% | -26.8% | +40.3% | +13.3% |
| 1Y | +7.1% | -23.3% | +30.4% | +6.8% |
| 3Y | +29.0% | +208.6% | -179.6% | +11.9% |
| 5Y | +28.3% | +194.1% | -165.8% | +10.8% |
| All | +28.3% | +190.8% | -162.5% | +10.8% |
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 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