-27.3%
NRG vs CPB
-33.6%
+6.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.7% |
| 7D | -4.7% | -1.8% | -2.9% | -5.1% |
| 30D | -6.0% | -7.1% | +1.1% | -7.8% |
| 3M | -8.0% | -6.0% | -1.9% | -9.0% |
| 6M | -23.2% | -5.3% | -17.9% | -23.4% |
| YTD | -28.1% | -20.8% | -7.2% | -30.3% |
| 1Y | -27.3% | -33.8% | +6.6% | -32.9% |
| All | -27.3% | -33.6% | +6.4% | -32.9% |
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