+1,516.1%
NRG vs CRL
+742.5%
+773.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +3.9% | -4.6% | +8.4% | +5.3% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | -10.9% | +46.6% | -57.5% | -21.4% |
| 6M | -25.3% | +57.3% | -82.5% | -36.2% |
| YTD | -26.8% | +39.5% | -66.4% | -35.6% |
| 1Y | -23.3% | +76.9% | -100.2% | -38.0% |
| 3Y | +208.6% | +39.4% | +169.3% | +152.7% |
| 5Y | +194.1% | -37.2% | +231.3% | +204.8% |
| 10Y | +1,123.6% | +253.4% | +870.2% | +549.5% |
| All | +1,516.1% | +742.5% | +773.6% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling