+985.8%
NRG vs CF
+485.9%
+500.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +17.1% | +10.4% | +6.8% | +14.6% |
| 30D | -7.9% | +7.6% | -15.4% | -9.4% |
| 3M | -18.2% | +5.2% | -23.4% | -19.5% |
| 6M | -28.4% | -0.1% | -28.3% | -29.2% |
| YTD | -37.9% | +61.7% | -99.5% | -46.5% |
| 1Y | -39.2% | +50.3% | -89.6% | -46.8% |
| 3Y | +125.3% | +66.0% | +59.3% | +88.3% |
| 5Y | +215.7% | +114.5% | +101.2% | +131.9% |
| 10Y | +985.8% | +471.5% | +514.3% | +453.0% |
| All | +985.8% | +485.9% | +500.0% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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