+50.6%
CI vs NRG
+183.6%
-133.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +3.1% | -6.8% | +9.9% | +3.4% |
| 3M | -4.5% | -7.1% | +2.6% | -4.4% |
| 6M | +8.3% | -27.6% | +35.8% | +9.6% |
| YTD | +3.8% | -29.2% | +33.0% | +5.1% |
| 1Y | -5.0% | -29.9% | +24.9% | -3.8% |
| 3Y | +5.8% | +198.7% | -192.9% | -17.5% |
| 5Y | +50.6% | +192.9% | -142.3% | +16.3% |
| All | +50.6% | +183.6% | -133.0% | +16.3% |
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