+1,065.2%
NRG vs CNH
+158.6%
+906.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.7% | -5.7% | +1.0% | -2.9% |
| 30D | -6.0% | +26.6% | -32.5% | -13.4% |
| 3M | -8.0% | +31.1% | -39.0% | -16.9% |
| 6M | -23.2% | +24.9% | -48.0% | -29.9% |
| YTD | -28.1% | +48.7% | -76.8% | -38.4% |
| 1Y | -27.3% | +22.2% | -49.5% | -33.7% |
| 3Y | +208.7% | +7.4% | +201.2% | +185.7% |
| 5Y | +197.7% | +10.8% | +186.8% | +163.3% |
| All | +1,065.2% | +158.6% | +906.6% | +581.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling