+592.7%
NRG vs CF
+5,566.0%
-4,973.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +21.7% | +5.4% | +16.4% | +20.0% |
| 30D | -8.1% | +6.5% | -14.6% | -9.8% |
| 3M | -18.3% | +4.6% | -23.0% | -19.9% |
| 6M | -28.0% | -3.3% | -24.7% | -28.4% |
| YTD | -37.5% | +63.9% | -101.4% | -48.0% |
| 1Y | -41.1% | +50.4% | -91.5% | -49.8% |
| 3Y | +126.6% | +68.2% | +58.3% | +82.1% |
| 5Y | +212.3% | +113.8% | +98.4% | +120.4% |
| 10Y | +992.0% | +479.3% | +512.7% | +409.6% |
| All | +592.7% | +5,566.0% | -4,973.3% | +64.4% |
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