+1,575.9%
NRG vs CPB
+69.6%
+1,506.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | +9.3% | -8.2% | +17.5% | +11.2% |
| 30D | +1.3% | -5.6% | +6.9% | +2.3% |
| 3M | -6.0% | +3.0% | -9.0% | -7.6% |
| 6M | -22.0% | -12.7% | -9.2% | -20.4% |
| YTD | -24.1% | -18.0% | -6.2% | -21.6% |
| 1Y | -18.0% | -31.7% | +13.7% | -11.7% |
| 3Y | +220.0% | -41.0% | +261.0% | +247.2% |
| 5Y | +201.1% | -38.4% | +239.5% | +215.1% |
| 10Y | +1,085.1% | -45.0% | +1,130.0% | +1,126.1% |
| All | +1,575.9% | +69.6% | +1,506.3% | +964.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling