+94.9%
CNC vs NRG
-28.9%
+123.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.5% |
| 7D | -0.9% | -4.7% | +3.7% | -0.9% |
| 30D | -1.0% | -6.0% | +5.0% | -0.9% |
| 3M | +4.5% | -8.0% | +12.5% | +4.5% |
| 6M | +85.2% | -23.2% | +108.4% | +85.3% |
| YTD | +61.4% | -28.1% | +89.5% | +63.1% |
| 1Y | +94.9% | -27.3% | +122.2% | +101.9% |
| All | +94.9% | -28.9% | +123.8% | +101.9% |
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