+342.8%
NRG vs CLBK
+65.5%
+277.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -1.5% | -3.2% | -4.2% |
| 30D | -6.0% | -1.0% | -4.9% | -5.7% |
| 3M | -8.0% | +22.9% | -30.9% | -14.1% |
| 6M | -23.2% | +44.2% | -67.4% | -31.8% |
| YTD | -28.1% | +64.0% | -92.0% | -39.0% |
| 1Y | -27.3% | +65.7% | -92.9% | -38.9% |
| 3Y | +208.7% | +54.1% | +154.6% | +155.8% |
| 5Y | +197.7% | +44.7% | +153.0% | +136.7% |
| All | +342.8% | +65.5% | +277.3% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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