+538.9%
CL vs NRG
+1,284.9%
-746.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +3.2% | +10.0% | -6.8% | +2.2% |
| 30D | +8.0% | -3.2% | +11.3% | +8.1% |
| 3M | +7.9% | -18.5% | +26.4% | +9.6% |
| 6M | +14.7% | -25.3% | +40.0% | +16.9% |
| YTD | +29.2% | -38.1% | +67.3% | +33.8% |
| 1Y | +29.5% | -40.7% | +70.2% | +34.6% |
| 3Y | +40.7% | +121.8% | -81.1% | +17.6% |
| 5Y | +43.9% | +209.2% | -165.4% | +13.0% |
| 10Y | +87.2% | +981.4% | -894.1% | +18.3% |
| All | +538.9% | +1,284.9% | -746.0% | +311.1% |
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 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