+213.9%
NRG vs CNH
+9.4%
+204.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.1% |
| 7D | +3.9% | +1.8% | +2.0% | +3.3% |
| 30D | -3.0% | +32.6% | -35.6% | -10.0% |
| 3M | -10.9% | +29.4% | -40.3% | -17.4% |
| 6M | -25.3% | +26.0% | -51.3% | -30.6% |
| YTD | -26.8% | +52.2% | -79.1% | -35.7% |
| 1Y | -23.3% | +23.9% | -47.2% | -28.5% |
| All | +213.9% | +9.4% | +204.5% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling