-49.7%
NRG vs CNH
+15.2%
-64.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.2% | -13.3% | -13.5% |
| 7D | -13.7% | +6.5% | -20.2% | -14.4% |
| 30D | -13.6% | -12.0% | -1.6% | -12.2% |
| 3M | -28.5% | +4.4% | -32.9% | -29.6% |
| 6M | -45.8% | +15.7% | -61.5% | -48.2% |
| YTD | -46.9% | +28.2% | -75.2% | -48.8% |
| 1Y | -49.7% | +14.8% | -64.5% | -50.9% |
| All | -49.7% | +15.2% | -64.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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