-49.7%
NRG vs CP
+35.2%
-84.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.5% | -17.0% | -14.2% |
| 7D | -13.7% | +5.6% | -19.3% | -14.8% |
| 30D | -13.6% | +10.0% | -23.6% | -15.9% |
| 3M | -28.5% | +4.4% | -32.9% | -29.2% |
| 6M | -45.8% | +14.1% | -59.8% | -48.7% |
| YTD | -46.9% | +29.1% | -76.0% | -51.0% |
| 1Y | -49.7% | +34.6% | -84.3% | -54.5% |
| All | -49.7% | +35.2% | -84.9% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling