+1,065.2%
NRG vs CRL
+256.1%
+809.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -4.7% | -3.5% | -1.1% | -3.7% |
| 30D | -6.0% | -2.1% | -3.8% | -5.4% |
| 3M | -8.0% | +48.0% | -55.9% | -18.2% |
| 6M | -23.2% | +64.7% | -87.9% | -34.5% |
| YTD | -28.1% | +39.5% | -67.5% | -36.0% |
| 1Y | -27.3% | +74.2% | -101.5% | -40.0% |
| 3Y | +208.7% | +39.4% | +169.3% | +155.7% |
| 5Y | +197.7% | -36.9% | +234.6% | +220.1% |
| All | +1,065.2% | +256.1% | +809.1% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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