-18.6%
NRG vs CCI
-18.8%
+0.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.3% |
| 7D | +7.1% | -0.4% | +7.5% | +7.1% |
| 30D | -1.4% | +2.7% | -4.1% | -1.3% |
| 3M | -10.5% | -18.2% | +7.7% | -8.8% |
| 6M | -26.7% | -14.8% | -12.0% | -25.9% |
| YTD | -24.5% | -12.6% | -11.9% | -24.6% |
| 1Y | -18.6% | -16.7% | -1.8% | -19.0% |
| All | -18.6% | -18.8% | +0.2% | -19.0% |
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