+110.5%
CNC vs NRG
-50.8%
+161.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -13.5% | +26.2% | +11.5% |
| 7D | +13.4% | -13.7% | +27.1% | +12.2% |
| 30D | +18.2% | -13.6% | +31.8% | +17.0% |
| 3M | +18.6% | -28.5% | +47.2% | +17.2% |
| 6M | +41.9% | -45.8% | +87.7% | +40.5% |
| YTD | +84.7% | -46.9% | +131.7% | +84.0% |
| 1Y | +110.5% | -49.7% | +160.2% | +113.4% |
| All | +110.5% | -50.8% | +161.3% | +113.4% |
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