-18.6%
NRG vs CPB
-32.6%
+14.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.4% | +9.8% | +5.4% |
| 7D | +7.1% | -8.6% | +15.7% | +4.5% |
| 30D | -1.4% | -7.2% | +5.8% | -3.4% |
| 3M | -10.5% | +0.9% | -11.3% | -9.9% |
| 6M | -26.7% | -11.8% | -14.9% | -27.7% |
| YTD | -24.5% | -19.4% | -5.1% | -26.6% |
| 1Y | -18.6% | -30.4% | +11.8% | -24.4% |
| All | -18.6% | -32.6% | +14.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling