+213.9%
NRG vs CP
+19.7%
+194.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +3.9% | +0.6% | +3.3% | +3.6% |
| 30D | -3.0% | -0.5% | -2.5% | -2.9% |
| 3M | -10.9% | +0.1% | -11.0% | -11.3% |
| 6M | -25.3% | +7.8% | -33.1% | -28.0% |
| YTD | -26.8% | +22.9% | -49.7% | -33.1% |
| 1Y | -23.3% | +21.3% | -44.6% | -29.7% |
| All | +213.9% | +19.7% | +194.2% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling