+202.7%
NRG vs CFG
+95.4%
+107.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -10.9% | +6.3% | -17.2% | -13.3% |
| 6M | -25.3% | +20.6% | -45.9% | -30.8% |
| YTD | -26.8% | +21.2% | -48.1% | -32.5% |
| 1Y | -23.3% | +38.2% | -61.5% | -33.0% |
| 3Y | +208.6% | +185.9% | +22.7% | +107.9% |
| All | +202.7% | +95.4% | +107.3% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling