+213.9%
NRG vs CFG
+182.2%
+31.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | +3.9% | -0.6% | +4.4% | +4.1% |
| 30D | -3.0% | -4.5% | +1.6% | -1.0% |
| 3M | -10.9% | +6.3% | -17.2% | -13.7% |
| 6M | -25.3% | +20.6% | -45.9% | -31.6% |
| YTD | -26.8% | +21.2% | -48.1% | -33.5% |
| 1Y | -23.3% | +38.2% | -61.5% | -34.6% |
| All | +213.9% | +182.2% | +31.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling