-0.8%
CRM vs NRG
+194.8%
-195.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -4.4% | -4.7% | +0.2% | -3.8% |
| 30D | +28.1% | -6.0% | +34.1% | +29.0% |
| 3M | +48.8% | -8.0% | +56.8% | +48.4% |
| 6M | +28.3% | -23.2% | +51.4% | +30.9% |
| YTD | -6.0% | -28.1% | +22.0% | -3.4% |
| 1Y | +1.4% | -27.3% | +28.7% | +3.2% |
| 3Y | +11.8% | +208.7% | -196.8% | -34.0% |
| All | -0.8% | +194.8% | -195.6% | -40.1% |
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 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