+1,575.9%
NRG vs CP
+2,134.3%
-558.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +9.3% | +2.4% | +6.8% | +8.0% |
| 30D | +1.3% | -0.5% | +1.8% | +1.4% |
| 3M | -6.0% | +1.4% | -7.4% | -7.1% |
| 6M | -22.0% | +10.3% | -32.3% | -26.1% |
| YTD | -24.1% | +24.3% | -48.4% | -32.3% |
| 1Y | -18.0% | +20.4% | -38.5% | -26.0% |
| 3Y | +220.0% | +21.8% | +198.3% | +182.0% |
| 5Y | +201.1% | +31.5% | +169.6% | +150.7% |
| 10Y | +1,085.1% | +223.2% | +861.9% | +511.2% |
| All | +1,575.9% | +2,134.3% | -558.4% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling