+1,065.2%
NRG vs CRS
+1,392.1%
-326.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -4.7% | -6.8% | +2.1% | -2.8% |
| 30D | -6.0% | -16.1% | +10.2% | -1.3% |
| 3M | -8.0% | -21.2% | +13.2% | -2.3% |
| 6M | -23.2% | +8.7% | -31.8% | -25.8% |
| YTD | -28.1% | +41.0% | -69.0% | -35.4% |
| 1Y | -27.3% | +82.7% | -109.9% | -39.5% |
| 3Y | +208.7% | +604.8% | -396.1% | +79.8% |
| 5Y | +197.7% | +1,384.7% | -1,187.0% | +37.9% |
| All | +1,065.2% | +1,392.1% | -326.9% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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