+895.1%
NRG vs CG
+341.4%
+553.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | +9.3% | -1.3% | +10.5% | +9.7% |
| 30D | +1.3% | -3.2% | +4.4% | +2.1% |
| 3M | -6.0% | +6.2% | -12.2% | -8.9% |
| 6M | -22.0% | -4.7% | -17.3% | -21.6% |
| YTD | -24.1% | -20.6% | -3.5% | -19.1% |
| 1Y | -18.0% | -26.4% | +8.3% | -10.5% |
| 3Y | +220.0% | +55.4% | +164.6% | +161.0% |
| 5Y | +201.1% | +9.8% | +191.3% | +163.9% |
| 10Y | +1,085.1% | +341.4% | +743.7% | +528.3% |
| All | +895.1% | +341.4% | +553.7% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling