+21.9%
CCL vs NRG
-50.8%
+72.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -13.5% | +20.8% | +9.6% |
| 7D | +11.6% | -13.7% | +25.3% | +14.1% |
| 30D | +22.5% | -13.6% | +36.1% | +24.9% |
| 3M | +6.4% | -28.5% | +34.9% | +12.8% |
| 6M | +23.4% | -45.8% | +69.2% | +36.7% |
| YTD | +4.2% | -46.9% | +51.1% | +15.7% |
| 1Y | +21.9% | -49.7% | +71.6% | +35.6% |
| All | +21.9% | -50.8% | +72.7% | +35.6% |
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