+228.0%
NRG vs CSGP
-62.7%
+290.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +6.6% |
| 7D | +7.1% | -4.1% | +11.2% | +7.5% |
| 30D | -1.4% | +2.3% | -3.7% | -1.7% |
| 3M | -10.5% | -8.2% | -2.3% | -9.5% |
| 6M | -26.7% | -35.1% | +8.3% | -21.5% |
| YTD | -24.5% | -54.0% | +29.5% | -12.9% |
| 1Y | -18.6% | -65.3% | +46.7% | +1.9% |
| All | +228.0% | -62.7% | +290.7% | +291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling