+1,065.2%
NRG vs CCI
+23.6%
+1,041.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.9% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | +2.2% | -8.2% | -6.7% |
| 3M | -8.0% | -16.9% | +8.9% | -3.0% |
| 6M | -23.2% | -11.5% | -11.6% | -21.2% |
| YTD | -28.1% | -12.8% | -15.2% | -26.0% |
| 1Y | -27.3% | -17.1% | -10.2% | -24.1% |
| 3Y | +208.7% | -9.6% | +218.3% | +195.9% |
| 5Y | +197.7% | -48.9% | +246.6% | +268.7% |
| All | +1,065.2% | +23.6% | +1,041.5% | +832.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling