+1,123.6%
NRG vs CF
+599.7%
+523.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.2% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | -3.0% | +14.3% | -17.3% | -6.0% |
| 3M | -10.9% | +27.9% | -38.8% | -16.2% |
| 6M | -25.3% | +25.5% | -50.8% | -30.6% |
| YTD | -26.8% | +81.2% | -108.0% | -38.4% |
| 1Y | -23.3% | +66.5% | -89.8% | -34.2% |
| 3Y | +208.6% | +76.7% | +131.9% | +155.0% |
| 5Y | +194.1% | +237.8% | -43.7% | +89.2% |
| 10Y | +1,123.6% | +619.9% | +503.7% | +477.5% |
| All | +1,123.6% | +599.7% | +523.9% | +477.5% |
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