+192.9%
NRG vs CP
+32.2%
+160.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -2.6% |
| 7D | -0.2% | -2.7% | +2.5% | +1.0% |
| 30D | -6.8% | -3.4% | -3.4% | -5.5% |
| 3M | -7.1% | -0.6% | -6.5% | -7.3% |
| 6M | -27.6% | +6.3% | -33.9% | -29.9% |
| YTD | -29.2% | +21.2% | -50.4% | -35.3% |
| 1Y | -29.9% | +20.0% | -49.9% | -35.8% |
| 3Y | +198.7% | +18.7% | +179.9% | +167.4% |
| 5Y | +192.9% | +34.8% | +158.1% | +142.5% |
| All | +192.9% | +32.2% | +160.7% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling