-49.7%
NRG vs CAI
+12.6%
-62.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.1% | -14.6% | -13.6% |
| 7D | -13.7% | -6.3% | -7.4% | -13.1% |
| 30D | -13.6% | +9.3% | -22.9% | -14.6% |
| 3M | -28.5% | +106.3% | -134.9% | -36.8% |
| 6M | -45.8% | +77.7% | -123.5% | -51.3% |
| YTD | -46.9% | +23.1% | -70.1% | -50.6% |
| 1Y | -49.7% | +6.5% | -56.3% | -52.7% |
| All | -49.7% | +12.6% | -62.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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