-25.8%
NRG vs CAI
-11.0%
-14.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -0.2% | -5.1% | +4.9% | +0.5% |
| 30D | -6.8% | +3.9% | -10.7% | -7.5% |
| 3M | -7.1% | +40.1% | -47.2% | -11.8% |
| 6M | -27.6% | +29.7% | -57.2% | -31.2% |
| YTD | -29.2% | -10.9% | -18.3% | -31.1% |
| 1Y | -29.9% | -28.0% | -1.9% | -31.4% |
| All | -25.8% | -11.0% | -14.8% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling