+7.0%
CI vs NRG
+123.8%
-116.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +1.2% | +10.0% | -8.8% | +1.5% |
| 30D | +2.6% | -3.2% | +5.8% | +2.6% |
| 3M | +7.4% | -18.5% | +25.9% | +7.0% |
| 6M | -0.1% | -25.3% | +25.2% | -0.6% |
| YTD | +9.7% | -38.1% | +47.9% | +8.8% |
| 1Y | +12.1% | -40.7% | +52.8% | +11.0% |
| 3Y | +7.0% | +121.8% | -114.7% | +21.6% |
| All | +7.0% | +123.8% | -116.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling