+1,266.9%
NRG vs CP
+2,213.4%
-946.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +10.0% | +2.1% | +7.8% | +8.9% |
| 30D | -3.2% | +9.3% | -12.6% | -7.8% |
| 3M | -18.5% | +0.5% | -19.0% | -19.2% |
| 6M | -25.3% | +10.4% | -35.7% | -29.6% |
| YTD | -38.1% | +28.7% | -66.8% | -46.1% |
| 1Y | -40.7% | +33.2% | -73.9% | -49.2% |
| 3Y | +121.8% | +38.4% | +83.3% | +82.6% |
| 5Y | +209.2% | +26.2% | +183.0% | +161.6% |
| 10Y | +981.4% | +258.4% | +723.0% | +427.2% |
| All | +1,266.9% | +2,213.4% | -946.5% | +195.1% |
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