+208.7%
NRG vs CLX
-36.5%
+245.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.6% |
| 7D | -4.7% | -5.7% | +1.0% | -4.9% |
| 30D | -6.0% | -17.0% | +11.1% | -6.6% |
| 3M | -8.0% | -9.7% | +1.7% | -8.1% |
| 6M | -23.2% | -19.8% | -3.3% | -22.8% |
| YTD | -28.1% | -9.8% | -18.2% | -27.3% |
| 1Y | -27.3% | -26.2% | -1.1% | -25.9% |
| 3Y | +208.7% | -36.2% | +244.8% | +199.9% |
| All | +208.7% | -36.5% | +245.1% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling