+1,516.1%
NRG vs CAG
+79.0%
+1,437.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +3.9% | -6.6% | +10.5% | +5.7% |
| 30D | -3.0% | +2.3% | -5.3% | -3.6% |
| 3M | -10.9% | +16.3% | -27.2% | -15.1% |
| 6M | -25.3% | -16.0% | -9.2% | -22.3% |
| YTD | -26.8% | -7.7% | -19.1% | -26.2% |
| 1Y | -23.3% | -16.0% | -7.3% | -20.9% |
| 3Y | +208.6% | -37.7% | +246.3% | +237.0% |
| 5Y | +194.1% | -41.2% | +235.4% | +224.1% |
| 10Y | +1,123.6% | -33.8% | +1,157.4% | +1,100.7% |
| All | +1,516.1% | +79.0% | +1,437.1% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling