+192.9%
NRG vs CNH
+8.8%
+184.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | -6.8% | +27.0% | -33.8% | -13.3% |
| 3M | -7.1% | +32.6% | -39.7% | -15.4% |
| 6M | -27.6% | +23.6% | -51.1% | -32.9% |
| YTD | -29.2% | +47.8% | -77.0% | -38.1% |
| 1Y | -29.9% | +21.3% | -51.2% | -35.0% |
| 3Y | +198.7% | +7.0% | +191.7% | +180.9% |
| 5Y | +192.9% | +10.2% | +182.7% | +163.6% |
| All | +192.9% | +8.8% | +184.1% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling