+203.7%
NRG vs CHRW
+87.9%
+115.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | -0.2% | +4.4% | -4.5% | -0.5% |
| 30D | -6.8% | +5.5% | -12.3% | -7.2% |
| 3M | -7.1% | -17.3% | +10.1% | -5.7% |
| 6M | -27.6% | -12.7% | -14.9% | -27.1% |
| YTD | -29.2% | -4.1% | -25.1% | -30.1% |
| 1Y | -29.9% | +21.2% | -51.1% | -33.2% |
| All | +203.7% | +87.9% | +115.9% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling