+1,516.1%
NRG vs CLX
+265.2%
+1,250.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.0% |
| 7D | +3.9% | -4.9% | +8.8% | +5.1% |
| 30D | -3.0% | -15.8% | +12.8% | +1.1% |
| 3M | -10.9% | -7.9% | -3.0% | -9.8% |
| 6M | -25.3% | -19.0% | -6.2% | -22.1% |
| YTD | -26.8% | -7.9% | -18.9% | -26.4% |
| 1Y | -23.3% | -25.4% | +2.1% | -18.6% |
| 3Y | +208.6% | -35.0% | +243.6% | +235.2% |
| 5Y | +194.1% | -36.8% | +230.9% | +214.7% |
| 10Y | +1,123.6% | -1.4% | +1,125.0% | +906.2% |
| All | +1,516.1% | +265.2% | +1,250.9% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling