+736.7%
NRG vs CF
+5,948.3%
-5,211.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.2% | +9.7% | +7.3% |
| 7D | +7.1% | +6.0% | +1.1% | +5.2% |
| 30D | -1.4% | +14.8% | -16.3% | -5.6% |
| 3M | -10.5% | +14.1% | -24.5% | -14.5% |
| 6M | -26.7% | +28.5% | -55.3% | -33.9% |
| YTD | -24.5% | +74.9% | -99.5% | -38.1% |
| 1Y | -18.6% | +61.7% | -80.2% | -31.9% |
| 3Y | +227.1% | +80.3% | +146.8% | +158.0% |
| 5Y | +198.8% | +226.0% | -27.2% | +84.6% |
| 10Y | +1,122.3% | +569.9% | +552.4% | +445.7% |
| All | +736.7% | +5,948.3% | -5,211.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling