+193.5%
NRG vs CRL
-37.1%
+230.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | -4.7% | -3.5% | -1.1% | -4.0% |
| 30D | -6.0% | -2.1% | -3.8% | -5.6% |
| 3M | -8.0% | +48.0% | -55.9% | -15.5% |
| 6M | -23.2% | +64.7% | -87.9% | -31.5% |
| YTD | -28.1% | +39.5% | -67.5% | -33.9% |
| 1Y | -27.3% | +74.2% | -101.5% | -36.7% |
| 3Y | +208.7% | +39.4% | +169.3% | +167.6% |
| All | +193.5% | -37.1% | +230.6% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling