-40.7%
NRG vs CSGP
-53.7%
+13.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.1% | +10.7% |
| 7D | +2.9% | -1.8% | +4.8% | +2.8% |
| 30D | -9.3% | +5.3% | -14.6% | -8.3% |
| 3M | -17.1% | +3.3% | -20.4% | -16.3% |
| 6M | -28.9% | -4.7% | -24.2% | -28.3% |
| YTD | -37.9% | -53.5% | +15.6% | -39.1% |
| All | -40.7% | -53.7% | +13.0% | -41.3% |
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