+1,065.2%
NRG vs CG
+314.7%
+750.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | -4.7% | -9.9% | +5.2% | -1.0% |
| 30D | -6.0% | -11.7% | +5.7% | -1.9% |
| 3M | -8.0% | -4.3% | -3.7% | -7.5% |
| 6M | -23.2% | -8.8% | -14.4% | -21.6% |
| YTD | -28.1% | -26.9% | -1.2% | -20.8% |
| 1Y | -27.3% | -35.4% | +8.2% | -16.4% |
| 3Y | +208.7% | +43.0% | +165.6% | +157.3% |
| 5Y | +197.7% | +1.9% | +195.7% | +165.8% |
| All | +1,065.2% | +314.7% | +750.4% | +603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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