+193.5%
NRG vs CAH
+393.5%
-200.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.2% |
| YTD | -28.1% | +15.0% | -43.0% | -30.9% |
| 1Y | -27.3% | +55.4% | -82.7% | -36.3% |
| 3Y | +208.7% | +173.8% | +34.8% | +122.1% |
| All | +193.5% | +393.5% | -200.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling