+189.0%
CDE vs NRG
+194.8%
-5.8%
-72.0%
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% | +0.5% |
| 7D | -3.1% | -4.7% | +1.6% | -1.3% |
| 30D | +9.5% | -6.0% | +15.4% | +12.0% |
| 3M | +25.5% | -8.0% | +33.4% | +27.8% |
| 6M | -7.9% | -23.2% | +15.3% | +0.6% |
| YTD | +15.6% | -28.1% | +43.6% | +29.4% |
| 1Y | +34.0% | -27.3% | +61.3% | +49.4% |
| 3Y | +791.9% | +208.7% | +583.3% | +428.2% |
| All | +189.0% | +194.8% | -5.8% | +84.3% |
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