+1,065.2%
NRG vs CHRW
+183.1%
+882.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.4% |
| 30D | -6.0% | +4.6% | -10.6% | -6.9% |
| 3M | -8.0% | -19.7% | +11.8% | -4.4% |
| 6M | -23.2% | -12.4% | -10.7% | -22.2% |
| YTD | -28.1% | -3.9% | -24.2% | -29.3% |
| 1Y | -27.3% | +18.4% | -45.7% | -32.7% |
| 3Y | +208.7% | +88.8% | +119.8% | +144.8% |
| 5Y | +197.7% | +93.5% | +104.1% | +128.0% |
| All | +1,065.2% | +183.1% | +882.0% | +571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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