+1,065.2%
NRG vs CPB
-45.3%
+1,110.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.7% | -1.8% | -2.9% | -4.6% |
| 30D | -6.0% | -7.1% | +1.1% | -5.8% |
| 3M | -8.0% | -6.0% | -1.9% | -7.9% |
| 6M | -23.2% | -5.3% | -17.9% | -23.2% |
| YTD | -28.1% | -20.8% | -7.2% | -27.2% |
| 1Y | -27.3% | -33.8% | +6.6% | -25.5% |
| 3Y | +208.7% | -43.7% | +252.4% | +216.1% |
| 5Y | +197.7% | -40.7% | +238.4% | +199.0% |
| All | +1,065.2% | -45.3% | +1,110.5% | +1,146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling