+898.2%
NRG vs CSGP
+72.5%
+825.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.1% | +9.8% |
| 7D | +2.9% | -1.8% | +4.8% | +3.1% |
| 30D | -9.3% | +5.3% | -14.6% | -11.4% |
| 3M | -17.1% | +3.3% | -20.4% | -19.0% |
| 6M | -28.9% | -4.7% | -24.2% | -29.8% |
| YTD | -37.9% | -53.5% | +15.6% | -26.5% |
| 1Y | -42.7% | -53.7% | +11.0% | -32.2% |
| 3Y | +127.5% | -59.7% | +187.2% | +174.3% |
| 5Y | +217.4% | -62.5% | +279.9% | +283.2% |
| 10Y | +898.2% | +67.3% | +830.9% | +679.7% |
| All | +898.2% | +72.5% | +825.6% | +679.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling