+1,085.1%
NRG vs CSGP
+41.1%
+1,044.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.0% |
| 7D | +9.3% | -5.1% | +14.4% | +10.6% |
| 30D | +1.3% | +0.3% | +0.9% | +0.9% |
| 3M | -6.0% | -9.1% | +3.1% | -4.7% |
| 6M | -22.0% | -37.3% | +15.3% | -13.0% |
| YTD | -24.1% | -54.9% | +30.7% | -7.9% |
| 1Y | -18.0% | -65.5% | +47.5% | +7.6% |
| 3Y | +220.0% | -63.3% | +283.3% | +302.7% |
| 5Y | +201.1% | -65.8% | +266.9% | +279.3% |
| 10Y | +1,085.1% | +40.1% | +1,045.0% | +792.7% |
| All | +1,085.1% | +41.1% | +1,044.0% | +792.7% |
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