-41.1%
NRG vs CSGP
-55.9%
+14.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.5% |
| 7D | +21.7% | -6.1% | +27.8% | +20.5% |
| 30D | -8.1% | +0.3% | -8.4% | -7.8% |
| 3M | -18.3% | -1.3% | -17.0% | -18.1% |
| 6M | -28.0% | -8.9% | -19.1% | -27.9% |
| YTD | -37.5% | -55.2% | +17.7% | -39.1% |
| 1Y | -41.1% | -56.4% | +15.3% | -42.0% |
| All | -41.1% | -55.9% | +14.8% | -42.0% |
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