+1,267.1%
NRG vs CSGP
+625.9%
+641.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | +0.9% | -3.2% | +4.0% | +1.5% |
| 30D | -9.6% | +2.2% | -11.8% | -11.4% |
| 3M | -17.9% | -3.7% | -14.3% | -18.7% |
| 6M | -29.1% | -7.4% | -21.6% | -29.8% |
| YTD | -38.1% | -54.9% | +16.8% | -25.4% |
| 1Y | -40.9% | -54.9% | +14.0% | -28.9% |
| 3Y | +124.4% | -61.9% | +186.3% | +178.3% |
| 5Y | +215.7% | -63.1% | +278.8% | +282.9% |
| 10Y | +981.5% | +65.1% | +916.3% | +676.6% |
| All | +1,267.1% | +625.9% | +641.1% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling