+1,464.0%
NRG vs CAH
+733.2%
+730.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -2.6% |
| 7D | -0.2% | -5.1% | +4.9% | +1.7% |
| 30D | -6.8% | -1.8% | -5.0% | -6.2% |
| 3M | -7.1% | +9.4% | -16.5% | -10.3% |
| 6M | -27.6% | +9.2% | -36.8% | -30.1% |
| YTD | -29.2% | +15.7% | -44.9% | -33.3% |
| 1Y | -29.9% | +59.7% | -89.6% | -42.0% |
| 3Y | +198.7% | +178.5% | +20.2% | +97.2% |
| 5Y | +192.9% | +398.3% | -205.4% | +52.6% |
| 10Y | +1,084.1% | +295.7% | +788.5% | +517.1% |
| All | +1,464.0% | +733.2% | +730.8% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling