+435.3%
NRG vs CAPR
-99.1%
+534.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.4% |
| 7D | +7.1% | -2.0% | +9.1% | +7.1% |
| 30D | -1.4% | +139.2% | -140.6% | -2.9% |
| 3M | -10.5% | -66.4% | +55.9% | -9.9% |
| 6M | -26.7% | -63.1% | +36.4% | -26.4% |
| YTD | -24.5% | -67.4% | +42.9% | -24.1% |
| 1Y | -18.6% | +58.2% | -76.8% | -22.4% |
| 3Y | +227.1% | +42.2% | +184.9% | +207.1% |
| 5Y | +198.8% | +87.3% | +111.5% | +177.5% |
| 10Y | +1,122.3% | -75.3% | +1,197.5% | +996.4% |
| All | +435.3% | -99.1% | +534.4% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling