+1,065.2%
NRG vs CAPR
-78.4%
+1,143.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -4.7% | -11.0% | +6.3% | -4.4% |
| 30D | -6.0% | +99.8% | -105.7% | -7.6% |
| 3M | -8.0% | -66.6% | +58.6% | -7.2% |
| 6M | -23.2% | -75.1% | +51.9% | -22.1% |
| YTD | -28.1% | -71.0% | +42.9% | -27.3% |
| 1Y | -27.3% | +30.0% | -57.2% | -31.8% |
| 3Y | +208.7% | +29.0% | +179.7% | +180.3% |
| 5Y | +197.7% | +70.8% | +126.8% | +165.0% |
| All | +1,065.2% | -78.4% | +1,143.6% | +900.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling