+208.7%
NRG vs CCI
-10.3%
+219.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.7% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | -6.0% | +2.2% | -8.2% | -5.9% |
| 3M | -8.0% | -16.9% | +8.9% | -7.9% |
| 6M | -23.2% | -11.5% | -11.6% | -23.2% |
| YTD | -28.1% | -12.8% | -15.2% | -28.2% |
| 1Y | -27.3% | -17.1% | -10.2% | -27.6% |
| 3Y | +208.7% | -9.6% | +218.3% | +192.1% |
| All | +208.7% | -10.3% | +219.0% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling