+7,676.5%
CMI vs NRG
+1,510.3%
+6,166.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -0.7% | -4.7% | +4.0% | +1.0% |
| 30D | -12.4% | -6.0% | -6.4% | -10.6% |
| 3M | -14.8% | -8.0% | -6.8% | -13.1% |
| 6M | +0.8% | -23.2% | +24.0% | +9.2% |
| YTD | +10.2% | -28.1% | +38.2% | +21.6% |
| 1Y | +37.4% | -27.3% | +64.7% | +50.1% |
| 3Y | +153.3% | +208.7% | -55.4% | +48.6% |
| 5Y | +167.6% | +197.7% | -30.1% | +53.9% |
| 10Y | +514.4% | +1,103.3% | -589.0% | +71.8% |
| All | +7,676.5% | +1,510.3% | +6,166.2% | +1,985.0% |
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