+1,065.2%
NRG vs CLX
-3.7%
+1,068.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | -4.7% | -5.7% | +1.0% | -4.1% |
| 30D | -6.0% | -17.0% | +11.1% | -4.3% |
| 3M | -8.0% | -9.7% | +1.7% | -7.3% |
| 6M | -23.2% | -19.8% | -3.3% | -21.6% |
| YTD | -28.1% | -9.8% | -18.2% | -27.5% |
| 1Y | -27.3% | -26.2% | -1.1% | -25.0% |
| 3Y | +208.7% | -36.2% | +244.8% | +222.9% |
| 5Y | +197.7% | -38.3% | +236.0% | +209.1% |
| All | +1,065.2% | -3.7% | +1,068.8% | +929.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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