-0.8%
CCL vs NRG
+194.8%
-195.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -3.2% | -4.7% | +1.4% | -1.5% |
| 30D | -17.8% | -6.0% | -11.8% | -16.1% |
| 3M | -18.7% | -8.0% | -10.7% | -18.0% |
| 6M | -11.4% | -23.2% | +11.8% | -4.6% |
| YTD | -24.3% | -28.1% | +3.7% | -17.0% |
| 1Y | -28.8% | -27.3% | -1.5% | -23.2% |
| 3Y | +49.3% | +208.7% | -159.3% | -29.4% |
| All | -0.8% | +194.8% | -195.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling