+192.9%
NRG vs CAPR
+66.0%
+126.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -3.2% |
| 7D | -0.2% | -10.6% | +10.4% | 0.0% |
| 30D | -6.8% | +111.2% | -118.0% | -8.2% |
| 3M | -7.1% | -67.2% | +60.1% | -6.5% |
| 6M | -27.6% | -75.1% | +47.6% | -26.8% |
| YTD | -29.2% | -71.2% | +42.0% | -28.6% |
| 1Y | -29.9% | +31.1% | -61.0% | -33.5% |
| 3Y | +198.7% | +31.3% | +167.3% | +164.6% |
| 5Y | +192.9% | +69.4% | +123.5% | +148.4% |
| All | +192.9% | +66.0% | +126.9% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling