-24.8%
CCL vs NRG
-18.6%
-6.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.1% |
| 7D | -5.0% | +7.1% | -12.2% | -6.4% |
| 30D | -20.3% | -1.4% | -18.9% | -20.2% |
| 3M | -15.1% | -10.5% | -4.7% | -14.5% |
| 6M | -15.1% | -26.7% | +11.6% | -11.8% |
| YTD | -21.8% | -24.5% | +2.7% | -19.0% |
| 1Y | -24.8% | -18.6% | -6.2% | -21.6% |
| All | -24.8% | -18.6% | -6.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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