+924.9%
NRG vs CSGP
+65.8%
+859.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.6% |
| 7D | +10.0% | +1.3% | +8.6% | +9.7% |
| 30D | -3.2% | +2.8% | -6.1% | -4.9% |
| 3M | -18.5% | -6.3% | -12.2% | -18.4% |
| 6M | -25.3% | -3.2% | -22.1% | -26.6% |
| YTD | -38.1% | -54.0% | +15.8% | -26.7% |
| 1Y | -40.7% | -54.8% | +14.1% | -29.5% |
| 3Y | +121.8% | -60.6% | +182.3% | +168.4% |
| 5Y | +209.2% | -62.6% | +271.9% | +272.7% |
| All | +924.9% | +65.8% | +859.1% | +800.7% |
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