-27.3%
NRG vs CSGP
-64.8%
+37.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +2.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.9% |
| 30D | -6.0% | -0.1% | -5.8% | -5.8% |
| 3M | -8.0% | -6.7% | -1.2% | -7.9% |
| 6M | -23.2% | -32.8% | +9.7% | -25.2% |
| YTD | -28.1% | -54.7% | +26.6% | -30.2% |
| 1Y | -27.3% | -65.0% | +37.7% | -27.5% |
| All | -27.3% | -64.8% | +37.5% | -27.5% |
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