+416.2%
NRG vs CFG
+390.8%
+25.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +9.3% | +2.7% | +6.6% | +8.2% |
| 30D | +1.3% | -3.7% | +5.0% | +2.6% |
| 3M | -6.0% | +9.5% | -15.5% | -9.3% |
| 6M | -22.0% | +22.2% | -44.2% | -27.7% |
| YTD | -24.1% | +22.3% | -46.5% | -29.9% |
| 1Y | -18.0% | +39.4% | -57.5% | -27.9% |
| 3Y | +220.0% | +188.5% | +31.5% | +115.2% |
| 5Y | +201.1% | +101.5% | +99.6% | +121.9% |
| 10Y | +1,085.1% | +308.6% | +776.5% | +466.4% |
| All | +416.2% | +390.8% | +25.4% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling