+9.3%
CME vs NRG
-18.6%
+27.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | +0.2% |
| 7D | -1.6% | +7.1% | -8.7% | -1.1% |
| 30D | +6.2% | -1.4% | +7.7% | +6.2% |
| 3M | +10.4% | -10.5% | +20.9% | +9.9% |
| 6M | -9.5% | -26.7% | +17.2% | -10.2% |
| YTD | +6.0% | -24.5% | +30.5% | +5.5% |
| 1Y | +9.3% | -18.6% | +27.8% | +9.5% |
| All | +9.3% | -18.6% | +27.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling