-24.6%
NRG vs CAI
-9.9%
-14.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -4.7% | -2.9% | -1.8% | -4.3% |
| 30D | -6.0% | +9.3% | -15.3% | -7.2% |
| 3M | -8.0% | +35.2% | -43.2% | -12.1% |
| 6M | -23.2% | +30.7% | -53.9% | -27.1% |
| YTD | -28.1% | -9.8% | -18.3% | -30.1% |
| 1Y | -27.3% | -28.9% | +1.6% | -28.8% |
| All | -24.6% | -9.9% | -14.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling