+1,586.9%
CNC vs NRG
+1,510.3%
+76.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.3% |
| 7D | -0.9% | -4.7% | +3.7% | -0.1% |
| 30D | -1.0% | -6.0% | +5.0% | 0.0% |
| 3M | +4.5% | -8.0% | +12.5% | +5.2% |
| 6M | +85.2% | -23.2% | +108.4% | +91.1% |
| YTD | +61.4% | -28.1% | +89.5% | +67.8% |
| 1Y | +94.9% | -27.3% | +122.2% | +101.6% |
| 3Y | 0.0% | +208.7% | -208.7% | -28.4% |
| 5Y | +11.2% | +197.7% | -186.5% | -21.3% |
| 10Y | +98.7% | +1,103.3% | -1,004.6% | +0.3% |
| All | +1,586.9% | +1,510.3% | +76.6% | +561.2% |
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