-49.7%
NRG vs CAH
+38.5%
-88.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.6% | -17.1% | -14.2% |
| 7D | -13.7% | +7.0% | -20.7% | -15.1% |
| 30D | -13.6% | +12.4% | -25.9% | -16.2% |
| 3M | -28.5% | +12.2% | -40.7% | -30.7% |
| 6M | -45.8% | +33.2% | -79.0% | -50.4% |
| YTD | -46.9% | +28.4% | -75.3% | -50.1% |
| 1Y | -49.7% | +35.0% | -84.8% | -53.0% |
| All | -49.7% | +38.5% | -88.2% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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