-49.7%
NRG vs CAPR
+47.4%
-97.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.3% | -21.8% | -13.6% |
| 7D | -13.7% | +43.2% | -56.9% | -14.0% |
| 30D | -13.6% | +14.7% | -28.2% | -13.7% |
| 3M | -28.5% | +113.9% | -142.4% | -29.1% |
| 6M | -45.8% | -73.4% | +27.6% | -45.6% |
| YTD | -46.9% | -69.1% | +22.1% | -46.9% |
| 1Y | -49.7% | +47.2% | -96.9% | -50.3% |
| All | -49.7% | +47.4% | -97.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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