-49.7%
NRG vs CCI
+7.6%
-57.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.5% | -20.0% | -13.3% |
| 7D | -13.7% | +5.0% | -18.8% | -13.4% |
| 30D | -13.6% | +36.4% | -50.0% | -14.2% |
| 3M | -28.5% | +20.4% | -48.9% | -29.1% |
| 6M | -45.8% | +4.9% | -50.7% | -45.4% |
| YTD | -46.9% | +7.8% | -54.7% | -47.3% |
| 1Y | -49.7% | +7.3% | -57.0% | -49.9% |
| All | -49.7% | +7.6% | -57.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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