+1,065.2%
NRG vs CAH
+294.8%
+770.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.7% | -5.1% | +0.4% | -3.3% |
| 30D | -6.0% | +0.2% | -6.1% | -6.0% |
| 3M | -8.0% | +6.3% | -14.2% | -9.6% |
| 6M | -23.2% | +9.4% | -32.5% | -25.3% |
| YTD | -28.1% | +15.0% | -43.0% | -31.1% |
| 1Y | -27.3% | +55.4% | -82.7% | -36.5% |
| 3Y | +208.7% | +173.8% | +34.8% | +126.0% |
| 5Y | +197.7% | +395.2% | -197.5% | +80.9% |
| All | +1,065.2% | +294.8% | +770.3% | +618.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling