-42.6%
CCL vs NRG
+1,083.9%
-1,126.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -3.2% | -4.7% | +1.4% | -1.3% |
| 30D | -17.8% | -6.0% | -11.8% | -16.0% |
| 3M | -18.7% | -8.0% | -10.7% | -17.9% |
| 6M | -11.4% | -23.2% | +11.8% | -3.9% |
| YTD | -24.3% | -28.1% | +3.7% | -16.3% |
| 1Y | -28.8% | -27.3% | -1.5% | -22.7% |
| 3Y | +49.3% | +208.7% | -159.3% | -25.0% |
| 5Y | +1.6% | +197.7% | -196.0% | -48.9% |
| All | -42.6% | +1,083.9% | -1,126.6% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling