+1,065.2%
NRG vs CP
+232.0%
+833.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -4.7% | -2.6% | -2.1% | -3.4% |
| 30D | -6.0% | -3.7% | -2.2% | -4.3% |
| 3M | -8.0% | +0.1% | -8.1% | -8.5% |
| 6M | -23.2% | +7.8% | -31.0% | -26.5% |
| YTD | -28.1% | +21.7% | -49.8% | -35.3% |
| 1Y | -27.3% | +18.6% | -45.9% | -34.0% |
| 3Y | +208.7% | +17.5% | +191.1% | +175.0% |
| 5Y | +197.7% | +35.4% | +162.3% | +140.5% |
| All | +1,065.2% | +232.0% | +833.2% | +486.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling