+1,464.0%
NRG vs CRS
+4,557.5%
-3,093.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -0.2% | -4.1% | +3.9% | +1.2% |
| 30D | -6.8% | -16.6% | +9.8% | -1.3% |
| 3M | -7.1% | -14.3% | +7.1% | -3.2% |
| 6M | -27.6% | +11.6% | -39.2% | -31.1% |
| YTD | -29.2% | +42.6% | -71.8% | -37.8% |
| 1Y | -29.9% | +81.8% | -111.7% | -43.6% |
| 3Y | +198.7% | +632.1% | -433.4% | +50.5% |
| 5Y | +192.9% | +1,401.6% | -1,208.7% | +10.6% |
| 10Y | +1,084.1% | +1,379.0% | -294.9% | +268.5% |
| All | +1,464.0% | +4,557.5% | -3,093.5% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling