-29.9%
NRG vs CF
+63.1%
-93.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -3.4% |
| 7D | -0.2% | -2.0% | +1.8% | -0.3% |
| 30D | -6.8% | +15.3% | -22.1% | -5.6% |
| 3M | -7.1% | +24.3% | -31.4% | -5.4% |
| 6M | -27.6% | +23.9% | -51.5% | -26.7% |
| YTD | -29.2% | +77.3% | -106.5% | -32.6% |
| 1Y | -29.9% | +58.7% | -88.6% | -31.6% |
| All | -29.9% | +63.1% | -93.0% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling