+1,065.2%
NRG vs CFG
+316.8%
+748.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | -6.0% | -4.6% | -1.3% | -4.4% |
| 3M | -8.0% | +6.7% | -14.6% | -10.3% |
| 6M | -23.2% | +22.1% | -45.3% | -28.6% |
| YTD | -28.1% | +23.2% | -51.2% | -33.5% |
| 1Y | -27.3% | +40.3% | -67.5% | -36.0% |
| 3Y | +208.7% | +187.9% | +20.8% | +110.0% |
| 5Y | +197.7% | +102.0% | +95.7% | +121.2% |
| All | +1,065.2% | +316.8% | +748.3% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling