-49.7%
NRG vs CAG
-6.8%
-42.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.0% | -19.5% | -12.2% |
| 7D | -13.7% | +9.7% | -23.4% | -12.0% |
| 30D | -13.6% | +15.8% | -29.3% | -11.3% |
| 3M | -28.5% | +1.8% | -30.3% | -27.5% |
| 6M | -45.8% | +11.5% | -57.3% | -44.3% |
| YTD | -46.9% | -6.7% | -40.2% | -46.1% |
| 1Y | -49.7% | -5.6% | -44.1% | -49.3% |
| All | -49.7% | -6.8% | -42.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling