+1,575.9%
NRG vs CHRW
+1,080.9%
+495.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | 0.0% |
| 7D | +9.3% | +1.9% | +7.3% | +8.6% |
| 30D | +1.3% | +0.9% | +0.3% | +1.0% |
| 3M | -6.0% | -19.9% | +13.9% | -0.9% |
| 6M | -22.0% | -15.8% | -6.2% | -19.6% |
| YTD | -24.1% | -5.6% | -18.5% | -25.4% |
| 1Y | -18.0% | +21.0% | -39.1% | -26.7% |
| 3Y | +220.0% | +86.0% | +134.0% | +139.0% |
| 5Y | +201.1% | +88.6% | +112.5% | +117.0% |
| 10Y | +1,085.1% | +169.3% | +915.8% | +614.4% |
| All | +1,575.9% | +1,080.9% | +495.0% | +581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling