+193.5%
NRG vs CCI
-49.3%
+242.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | +2.2% | -8.2% | -6.3% |
| 3M | -8.0% | -16.9% | +8.9% | -5.0% |
| 6M | -23.2% | -11.5% | -11.6% | -22.0% |
| YTD | -28.1% | -12.8% | -15.2% | -26.8% |
| 1Y | -27.3% | -17.1% | -10.2% | -25.4% |
| 3Y | +208.7% | -9.6% | +218.3% | +194.2% |
| All | +193.5% | -49.3% | +242.8% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling