-49.7%
NRG vs CSGP
-53.2%
+3.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.0% | -17.5% | -12.9% |
| 7D | -13.7% | +18.3% | -32.0% | -11.5% |
| 30D | -13.6% | +17.8% | -31.4% | -11.2% |
| 3M | -28.5% | +9.3% | -37.8% | -27.1% |
| 6M | -45.8% | -7.9% | -37.9% | -45.3% |
| YTD | -46.9% | -51.5% | +4.6% | -46.8% |
| 1Y | -49.7% | -53.3% | +3.6% | -49.0% |
| All | -49.7% | -53.2% | +3.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling