+1,567.2%
NRG vs CSGP
+639.8%
+927.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +7.1% |
| 7D | +7.1% | -4.1% | +11.2% | +8.3% |
| 30D | -1.4% | +2.3% | -3.7% | -2.4% |
| 3M | -10.5% | -8.2% | -2.3% | -9.5% |
| 6M | -26.7% | -35.1% | +8.3% | -18.5% |
| YTD | -24.5% | -54.0% | +29.5% | -8.0% |
| 1Y | -18.6% | -65.3% | +46.7% | +7.8% |
| 3Y | +227.1% | -62.6% | +289.7% | +314.2% |
| 5Y | +198.8% | -64.8% | +263.6% | +273.2% |
| 10Y | +1,122.3% | +45.1% | +1,077.2% | +831.7% |
| All | +1,567.2% | +639.8% | +927.4% | +573.0% |
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 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