+981.5%
NRG vs CF
+494.2%
+487.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +0.9% | +4.8% | -3.9% | -0.1% |
| 30D | -9.6% | +9.7% | -19.3% | -11.4% |
| 3M | -17.9% | +1.2% | -19.2% | -18.6% |
| 6M | -29.1% | +7.4% | -36.5% | -31.1% |
| YTD | -38.1% | +60.5% | -98.6% | -46.6% |
| 1Y | -40.9% | +50.7% | -91.6% | -48.3% |
| 3Y | +124.4% | +64.8% | +59.6% | +87.9% |
| 5Y | +215.7% | +115.8% | +99.9% | +131.4% |
| 10Y | +981.5% | +481.0% | +500.5% | +448.1% |
| All | +981.5% | +494.2% | +487.3% | +448.1% |
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