+208.7%
NRG vs CAH
+176.8%
+31.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -4.7% | -5.1% | +0.4% | -3.7% |
| 30D | -6.0% | +0.2% | -6.1% | -6.0% |
| 3M | -8.0% | +6.3% | -14.2% | -9.0% |
| 6M | -23.2% | +9.4% | -32.5% | -24.6% |
| YTD | -28.1% | +15.0% | -43.0% | -29.9% |
| 1Y | -27.3% | +55.4% | -82.7% | -32.8% |
| 3Y | +208.7% | +173.8% | +34.8% | +164.1% |
| All | +208.7% | +176.8% | +31.9% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling