+201.1%
NRG vs CF
+222.3%
-21.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +9.3% | -0.9% | +10.2% | +9.3% |
| 30D | +1.3% | +18.1% | -16.8% | -0.6% |
| 3M | -6.0% | +23.4% | -29.4% | -8.4% |
| 6M | -22.0% | +17.1% | -39.1% | -24.2% |
| YTD | -24.1% | +76.2% | -100.4% | -31.2% |
| 1Y | -18.0% | +62.3% | -80.3% | -24.8% |
| 3Y | +220.0% | +71.8% | +148.2% | +187.0% |
| 5Y | +201.1% | +234.6% | -33.4% | +138.5% |
| All | +201.1% | +222.3% | -21.1% | +138.5% |
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 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