-22.9%
NRG vs CAPR
-69.5%
+46.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.3% |
| 7D | +7.1% | -2.0% | +9.1% | +7.2% |
| 30D | -1.4% | +139.2% | -140.6% | -7.7% |
| 3M | -10.5% | -66.4% | +55.9% | -0.4% |
| All | -22.9% | -69.5% | +46.5% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling