+217.4%
NRG vs CF
+112.3%
+105.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.4% | +10.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | -9.3% | +6.9% | -16.3% | -10.0% |
| 3M | -17.1% | +4.8% | -22.0% | -17.8% |
| 6M | -28.9% | +4.7% | -33.5% | -29.7% |
| YTD | -37.9% | +56.5% | -94.4% | -43.4% |
| 1Y | -42.7% | +48.4% | -91.1% | -47.3% |
| 3Y | +127.5% | +59.1% | +68.3% | +104.0% |
| 5Y | +217.4% | +109.5% | +107.9% | +162.9% |
| All | +217.4% | +112.3% | +105.1% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling