+3.1%
CCL vs NRG
+1,598.0%
-1,594.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -0.1% | +9.3% | -9.4% | -3.1% |
| 30D | -20.0% | +1.3% | -21.3% | -20.6% |
| 3M | -13.7% | -6.0% | -7.7% | -13.3% |
| 6M | -9.0% | -22.0% | +12.9% | -3.3% |
| YTD | -22.8% | -24.1% | +1.3% | -17.7% |
| 1Y | -25.3% | -18.0% | -7.3% | -23.2% |
| 3Y | +54.1% | +220.0% | -166.0% | -4.1% |
| 5Y | +3.5% | +201.1% | -197.6% | -34.7% |
| 10Y | -41.0% | +1,085.1% | -1,126.1% | -74.8% |
| All | +3.1% | +1,598.0% | -1,594.9% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling