+1,516.1%
NRG vs CCI
+889.6%
+626.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.1% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | -3.0% | +2.1% | -5.1% | -3.9% |
| 3M | -10.9% | -17.8% | +6.9% | -4.6% |
| 6M | -25.3% | -14.2% | -11.1% | -21.9% |
| YTD | -26.8% | -13.3% | -13.5% | -24.2% |
| 1Y | -23.3% | -16.6% | -6.7% | -19.5% |
| 3Y | +208.6% | -10.8% | +219.4% | +199.8% |
| 5Y | +194.1% | -50.3% | +244.5% | +268.4% |
| 10Y | +1,123.6% | +22.5% | +1,101.1% | +872.6% |
| All | +1,516.1% | +889.6% | +626.5% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling