+4,081.8%
CME vs NRG
+1,598.0%
+2,483.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.9% | +9.3% | -12.1% | -4.6% |
| 30D | +5.5% | +1.3% | +4.2% | +5.0% |
| 3M | +11.0% | -6.0% | +17.0% | +11.0% |
| 6M | -9.7% | -22.0% | +12.3% | -6.9% |
| YTD | +4.9% | -24.1% | +29.0% | +8.1% |
| 1Y | +10.1% | -18.0% | +28.1% | +10.8% |
| 3Y | +53.5% | +220.0% | -166.5% | +4.9% |
| 5Y | +77.2% | +201.1% | -124.0% | +19.7% |
| 10Y | +282.1% | +1,085.1% | -803.0% | +71.0% |
| All | +4,081.8% | +1,598.0% | +2,483.8% | +1,726.1% |
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