+192.9%
NRG vs CPB
-40.6%
+233.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -3.7% |
| 7D | -0.2% | -5.4% | +5.2% | -0.8% |
| 30D | -6.8% | -7.8% | +1.0% | -7.6% |
| 3M | -7.1% | -6.9% | -0.2% | -7.6% |
| 6M | -27.6% | -12.2% | -15.4% | -28.0% |
| YTD | -29.2% | -21.1% | -8.1% | -30.0% |
| 1Y | -29.9% | -33.5% | +3.6% | -31.3% |
| 3Y | +198.7% | -43.2% | +241.8% | +185.6% |
| 5Y | +192.9% | -40.9% | +233.8% | +163.1% |
| All | +192.9% | -40.6% | +233.5% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling